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A modern maximum-likelihood theory for high-dimensional logistic regression

Students in statistics or data science usually learn early on that when the sample size [Formula: see text] is large relative to the number of variables [Formula: see text] , fitting a logistic model by the method of maximum likelihood produces estimates that are consistent and that there are well-k...

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Detalles Bibliográficos
Autores principales: Sur, Pragya, Candès, Emmanuel J.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: National Academy of Sciences 2019
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6642380/
https://www.ncbi.nlm.nih.gov/pubmed/31262828
http://dx.doi.org/10.1073/pnas.1810420116