The asymptotic distribution of the MLE in high-dimensional logistic models: Arbitrary covariance-Reference-Cited by-同舟云学术

The asymptotic distribution of the MLE in high-dimensional logistic models: Arbitrary covariance

Published:2022-08-01 Issue:3 Volume:28 Page:
ISSN:1350-7265
Container-title:Bernoulli
language:
Short-container-title:Bernoulli

Author:

Zhao Qian¹,Sur Pragya²,Candès Emmanuel J.³

Affiliation:

1. Department of Statistics, Stanford University, Sequoia Hall, 390 Jane Stanford Way, Stanford, CA 94305-4020, USA

2. Department of Statistics, Harvard University, Science Center 712, One Oxford Street, Cambridge, MA 02138, USA

3. Department of Mathematics and of Statistics, Stanford University, Sequoia Hall, 390 Jane Stanford Way, Stanford, CA 94305-4020, USA

Publisher

Bernoulli Society for Mathematical Statistics and Probability

Subject

Statistics and Probability

Reference47 articles.

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2. Anastasiou, A. and Reinert, G. (2020). Bounds for the asymptotic distribution of the likelihood ratio. Ann. Appl. Probab. 30 608–643. 10.1214/19-AAP1510

3. Àngela, N., Francisco, M. and Antoni, E. (2015). Modeling wine preferences from physicochemical properties using fuzzy techniques. In Proceedings of the 5th International Conference on Simulation and Modeling Methodologies, Technologies and Applications. SciTePress 501–507.

4. Barbier, J., Krzakala, F., Macris, N., Miolane, L. and Zdeborová, L. (2019). Optimal errors and phase transitions in high-dimensional generalized linear models. Proc. Natl. Acad. Sci. USA 116 5451–5460. 10.1073/pnas.1802705116

5. Bayati, M. and Montanari, A. (2011). The lasso risk for Gaussian matrices. IEEE Trans. Inf. Theory 58 1997–2017.

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