Robust logistic regression modelling via the elastic net-type regularization and tuning parameter selection

DOI10.1080/00949655.2015.1073290MaRDI QIDQ5222417zbMATH OpenOpenAlexFDO

Authors Heewon Park, Sadanori Konishi

Publication date 1 April 2020

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2015.1073290

zbMATH Keywords

\(\mathrm{L}_1\)-type regularizationhigh-dimensional datainformation criteriarobust logisticregressiontuning parameter selection

Mathematics Subject Classification ID

Multivariate analysis (62Hxx) Linear inference, regression (62Jxx)

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• Robust Linear Model Selection Based on Least Angle Regression
• Robust penalized logistic regression with truncated loss functions
• Tuning parameter selectors for the smoothly clipped absolute deviation method
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Cited in

(12)

• A new approach for classifier model selection and tuning using logistic regression and genetic algorithms
• Trimmed LASSO regression estimator for binary response data
• Penalized robust estimators in sparse logistic regression
• Robust logistic zero-sum regression for microbiome compositional data
• Weighted Lasso estimates for sparse logistic regression: non-asymptotic properties with measurement errors
• Robust penalized logistic regression with truncated loss functions
• Robust variable selection in the logistic regression model
• Outlier-resistant high-dimensional regression modelling based on distribution-free outlier detection and tuning parameter selection
• Penalized regression methods with sparse variables for modeling binary outcome
• Robust sparse regression and tuning parameter selection via the efficient bootstrap information criteria
• Asymptotic behaviour of penalized robust estimators in logistic regression when dimension increases
• Robust adaptive Lasso in high-dimensional logistic regression

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