Diaconis-Ylvisaker prior penalized likelihood for $p/n \to \kappa \in (0,1)$ logistic regression

arXiv2311.07419MaRDI QIDQ6459181

Philipp Sterzinger, Ioannis Kosmidis

Publication date: 13 November 2023

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12) Asymptotic properties of parametric tests (62F05)

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