Asymptotic behaviour of penalized robust estimators in logistic regression when dimension increases

DOI10.1007/978-3-031-22687-8_15MaRDI QIDQ6606412zbMATH OpenFDO

Authors Ana M. Bianco, Graciela Boente, Gonzalo Chebi

Publication date 16 September 2024

Full work available at URL https://doi.org/10.1007/978-3-031-22687-8_15

zbMATH Keywords

high-dimensional covariateslogistic regressionpenalty functionsrobust estimationsparsity

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Robustness and adaptive procedures (parametric inference) (62F35) Multivariate analysis (62Hxx) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cited in

(1)

• Robust penalized estimators for high-dimensional generalized linear models

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