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

DOI10.1007/978-3-031-22687-8_15MaRDI QIDQ6606412

Ana M. Bianco, Graciela Boente, Gonzalo Chebi

Publication date: 16 September 2024

zbMATH Keywords

penalty functionslogistic regressionrobust estimationsparsityhigh-dimensional covariates

Mathematics Subject Classification ID

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

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