IMAS 23417
INSTITUTO DE INVESTIGACIONES MATEMATICAS "LUIS A. SANTALO"
Unidad Ejecutora - UE
congresos y reuniones científicas
Título:
Penalized M-estimators in logistic regression
Autor/es:
CHEBI, GONZALO; BOENTE, GRACIELA; BIANCO, ANA
Lugar:
Londres
Reunión:
Conferencia; X International Conference of the ERCIMWorking Group on Computing & Statistics (ERCIM2017); 2017
Institución organizadora:
University of London, Birkbeck University of London
Resumen:
The problem of variable selection in logistic regression is crucial when the number of variables is high. We introduce a family of penalized M-type estimators for logistic regression that are stable against atypical data. Theoretical results regarding oracle properties are studied. A numerical study that illustrates the finite sample behaviour of the proposal is presented.
