Penalized robust estimators in sparse logistic regression

DOI10.1007/S11749-021-00792-WzbMath1496.62123arXiv1911.00554OpenAlexW3211825621MaRDI QIDQ2084709

Gonzalo Chebi, Graciela Boente, Ana M. Bianco

Publication date: 13 October 2022

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1911.00554

zbMATH Keywords

outlierspenalty functionslogistic regressionrobust estimationsparse models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Generalized linear models (logistic models) (62J12) Robustness and adaptive procedures (parametric inference) (62F35)

Uses Software

• glasso

Cites Work

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