INVESTIGADORES
BOENTE BOENTE Graciela Lina
congresos y reuniones científicas
Título:
Sparse logistic regression: a robust approach
Autor/es:
BIANCO, ANA; BOENTE, GRACIELA; CHEBI, GONZALO
Lugar:
Santiago de compostela
Reunión:
Workshop; Workshop Innpar2D; 2019
Institución organizadora:
Universidad de Santiago de Compostela
Resumen:
The problem of variable selection in logistic regression is crucial when thenumber of variables is high. We introduce a family of penalized $M-$type estimators forlogistic regression that are stable against atypical data. Theoretical results regarding oracleproperties are studied. A numerical study that illustrates the finite sample behaviour of theproposal is presented.This talk present results obtained jointly with Graciela Boente and Gonzalo Chebi
