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

DOI10.1080/00949655.2015.1073290OpenAlexW2291342904MaRDI QIDQ5222417

Sadanori Konishi, Heewon Park

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

high-dimensional datainformation criteriatuning parameter selection\(\mathrm{L}_1\)-type regularizationrobust logisticregression

Mathematics Subject Classification ID

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

Cites Work

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• Tuning parameter selectors for the smoothly clipped absolute deviation method
• Ridge Regression: Biased Estimation for Nonorthogonal Problems

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