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Selection Consistency of Lasso-Based Procedures for Misspecified High-Dimensional Binary Model and Random Regressors

We consider selection of random predictors for a high-dimensional regression problem with a binary response for a general loss function. An important special case is when the binary model is semi-parametric and the response function is misspecified under a parametric model fit. When the true respons...

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Detalles Bibliográficos
Autores principales: Kubkowski, Mariusz, Mielniczuk, Jan
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2020
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7516565/
https://www.ncbi.nlm.nih.gov/pubmed/33285928
http://dx.doi.org/10.3390/e22020153