The likelihood ratio test in high-dimensional logistic regression is asymptotically a rescaled Chi-square-Reference-Cited by-同舟云学术

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The likelihood ratio test in high-dimensional logistic regression is asymptotically a rescaled Chi-square

Published:2019-01-23 Issue:1-2 Volume:175 Page:487-558
ISSN:0178-8051
Container-title:Probability Theory and Related Fields
language:en
Short-container-title:Probab. Theory Relat. Fields

Author:

Sur Pragya,Chen Yuxin,Candès Emmanuel J.

Funder

Office of Naval Research

Simons Foundation

School of Humanities and Sciences, Stanford University

Army Research Office

Princeton University

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability,Analysis

Link

http://link.springer.com/content/pdf/10.1007/s00440-018-00896-9.pdf

Reference67 articles.

1. Agresti, A., Kateri, M.: Categorical Data Analysis. Springer, Berlin (2011)

2. Alon, N., Spencer, J.H.: The Probabilistic Method, 3rd edn. Wiley, Hoboken (2008)

3. Amelunxen, D., Lotz, M., McCoy, M.B., Tropp, J.A.: Living on the edge: phase transitions in convex programs with random data. Inf. Inference 3, 224–294 (2014)

4. Baricz, Á.: Mills’ ratio: monotonicity patterns and functional inequalities. J. Math. Anal. Appl. 340(2), 1362–1370 (2008)

5. Bartlett, M.S.: Properties of sufficiency and statistical tests. Proc. R. Soc. Lond. Ser. A Math. Phys. Sci. 160, 268–282 (1937)

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