Law of iterated logarithm and consistent model selection criterion in logistic regression

DOI10.1016/S0167-7152(01)00191-2zbMath0994.62063MaRDI QIDQ1612976

Guoqi Qian, Chris Field

Publication date: 5 September 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

model selectionmaximum likelihood estimatorlogistic regressionlaw of iterated logarithmstrong consistency

Mathematics Subject Classification ID

Point estimation (62F10) Generalized linear models (logistic models) (62J12) Strong limit theorems (60F15)

Related Items (3)

A procedure for estimating the number of clusters in logistic regression clustering ⋮ Variable selection in generalized linear models with canonical link functions ⋮ A cluster tree based model selection approach for logistic regression classifier

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