Robust variable selection for generalized linear models with a diverging number of parameters

DOI10.1080/03610926.2015.1053940zbMath1395.62214OpenAlexW2325522224MaRDI QIDQ2979052

Hu Yang, Chaohui Guo, Jing Lv

Publication date: 2 May 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2015.1053940

zbMATH Keywords

variable selectiongeneralized linear modelsdiverging parametersoracle propertiesrobust estimating equations

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Generalized linear models (logistic models) (62J12)

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