Robust penalized estimators for high-dimensional generalized linear models

DOI10.1007/S11749-025-00978-6MaRDI QIDQ6925498zbMATH OpenFDO

Authors Marina Valdora, Claudio Agostinelli

Publication date 25 September 2025

Published in Test (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S11749-025-00978-6

zbMATH Keywords

GLMshigh-dimensional dataMT-estimatorspenalized methodsrobustness

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)

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