Asymptotic Behaviour of Penalized Robust Estimators in Logistic Regression When Dimension Increases

Author:

Bianco Ana M.,Boente Graciela,Chebi Gonzalo

Publisher

Springer International Publishing

Reference37 articles.

1. Avella-Medina, M., & Ronchetti, E. (2018). Robust and consistent variable selection in high-dimensional generalized linear models. Biometrika, 105, 31–44.

2. Basu, A., Gosh, A., Jaenada, M., & Pardo, L. (2021). Robust adaptive Lasso in high-dimensional logistic regression with an application to genomic classification of cancer patients. Available at https://arxiv.org/abs/2109.03028.

3. Basu, A., Gosh, A., Mandal, A., Martin, N., & Pardo, L. (2017). A Wald–type test statistic for testing linear hypothesis in logistic regression models based on minimum density power divergence estimator. Electronic Journal of Statistics, 11, 2741–2772.

4. Bianco, A., Boente, G., & Chebi, G. (2021). Penalized robust estimators in logistic regression with applications to sparse models. Test. https://doi.org/10.1007/s11749-021-00792-w.

5. Bianco, A., Boente, G., & Chebi, G. (2022). Asymptotic behaviour of penalized robust estimators in logistic regression when dimension increases. Available at http://arxiv.org/abs/2201.12449.

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