A tradeoff between false discovery and true positive proportions for sparse high-dimensional logistic regression

DOI10.1214/23-ejs2204OpenAlexW4391581697MaRDI QIDQ6200883

Gerda Claeskens, Jing Zhou

Publication date: 25 March 2024

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-18/issue-1/A-tradeoff-between-false-discovery-and-true-positive-proportions-for/10.1214/23-EJS2204.full

zbMATH Keywords

knockofflogistic regressionhigh-dimensional datasparsityfalse discovery rateFDR control

Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12) Parametric inference (62F99)

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