Diaconis-Ylvisaker prior penalized likelihood for $p/n \to \kappa \in (0,1)$ logistic regression
From MaRDI portal
Publication:6459181
arXiv2311.07419MaRDI QIDQ6459181
Philipp Sterzinger, Ioannis Kosmidis
Publication date: 13 November 2023
Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12) Asymptotic properties of parametric tests (62F05)
This page was built for publication: Diaconis-Ylvisaker prior penalized likelihood for $p/n \to \kappa \in (0,1)$ logistic regression