Pages that link to "Item:Q1950882"

The following pages link to Maximum likelihood estimation in logistic regression models with a diverging number of covariates (Q1950882):

Displaying 12 items.

• Asymptotic expansion of the posterior density in high dimensional generalized linear models (Q406525) (← links)
• Large sample convergence diagnostics for likelihood based inference: logistic regression (Q670173) (← links)
• Consistency of logistic classifier in abstract Hilbert spaces (Q1711588) (← links)
• Rate of convergence of the probability of non-existence of the MLE's in simple logistic regression (Q1856554) (← links)
• The likelihood ratio test in high-dimensional logistic regression is asymptotically a rescaled Chi-square (Q2273603) (← links)
• Asymptotic properties of compound order logit model with diverging number of covariates (Q3176092) (← links)
• Optimal model averaging for divergent-dimensional Poisson regressions (Q5867570) (← links)
• Uncertain logistic and Box-Cox regression analysis with maximum likelihood estimation (Q5875191) (← links)
• Asymptotic properties of GEE estimator for clustered ordinal data with high-dimensional covariates (Q5875326) (← links)
• Frequentist model averaging for envelope models (Q6049798) (← links)
• Simplex-based Multinomial Logistic Regression with Diverging Numbers of Categories and Covariates (Q6069485) (← links)
• Corrigendum to: ``Maximum likelihood estimation in logistic regression models with a diverging number of covariates'' (Q6158209) (← links)