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Informatika i Ee Primeneniya [Informatics and its Applications], 2013, Volume 7, Issue 2, Pages 69–74
(Mi ia262)
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This article is cited in 1 scientific paper (total in 1 paper)
Asymptotic normality of the estimation of the multivariate logistic regression
A. Yu. Khaplanov M. V. Lomonosov Moscow State University
Abstract:
Estimation of characteristics of the multivariate logistic regression with a diverging number of covariates has been
made. The convergence rate for estimate of characteristics of the multivariate logistic regression coefficients has
been obtained. Asymptotic normality of its rejection has been proved.
Keywords:
logistic regression; convergence rate; asymptotic normality; high-dimensional covariates.
Citation:
A. Yu. Khaplanov, “Asymptotic normality of the estimation of the multivariate logistic regression”, Inform. Primen., 7:2 (2013), 69–74
Linking options:
https://www.mathnet.ru/eng/ia262 https://www.mathnet.ru/eng/ia/v7/i2/p69
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