Robust penalized estimators for high-dimensional generalized linear models

Marina Valdora; Claudio Agostinelli

doi:10.1007/s11749-025-00978-6

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Robust penalized estimators for high-dimensional generalized linear models

Marina Valdora Claudio Agostinelli

Year: 2025 Journal: Test Vol: 34 (3)Pages: 742-785 Publisher: Springer Science+Business Media

DOI: 10.1007/s11749-025-00978-6

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Keywords:

Generalized linear model Estimator High dimensional Mathematics Generalized linear mixed model Applied mathematics Linear model Generalized additive model Lasso (programming language) Econometrics Computer science Statistics Mathematical optimization Artificial intelligence

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Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Advanced Statistical Methods and Models

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Financial Risk and Volatility Modeling

Social Sciences → Economics, Econometrics and Finance → Finance

Robust penalized estimators for high-dimensional generalized linear models

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