تقرير
Asymptotic behaviour of penalized robust estimators in logistic regression when dimension increases
| العنوان: | Asymptotic behaviour of penalized robust estimators in logistic regression when dimension increases |
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| المؤلفون: | Bianco, Ana M., Boente, Graciela, Chebi, Gonzalo |
| سنة النشر: | 2022 |
| المجموعة: | Mathematics Statistics |
| مصطلحات موضوعية: | Mathematics - Statistics Theory |
| الوصف: | Penalized $M-$estimators for logistic regression models have been previously study for fixed dimension in order to obtain sparse statistical models and automatic variable selection. In this paper, we derive asymptotic results for penalized $M-$estimators when the dimension $p$ grows to infinity with the sample size $n$. Specifically, we obtain consistency and rates of convergence results, for some choices of the penalty function. Moreover, we prove that these estimators consistently select variables with probability tending to 1 and derive their asymptotic distribution. |
| نوع الوثيقة: | Working Paper |
| الوصول الحر: | http://arxiv.org/abs/2201.12449Test |
| رقم الانضمام: | edsarx.2201.12449 |
| قاعدة البيانات: | arXiv |
| الوصف غير متاح. |