The likelihood ratio test in high-dimensional logistic regression is asymptotically a rescaled Chi-square

Title
The likelihood ratio test in high-dimensional logistic regression is asymptotically a rescaled Chi-square
Authors
Keywords
Logistic regression, Likelihood-ratio tests, Wilks’ theorem, High-dimensionality, Goodness of fit, Approximate message passing, Concentration inequalities, Convex geometry, Leave-one-out analysis, 62Fxx
Journal
PROBABILITY THEORY AND RELATED FIELDS
Volume -, Issue -, Pages -
Publisher
Springer Nature
Online
2019-01-24
DOI
10.1007/s00440-018-00896-9

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