Law of iterated logarithm and consistent model selection criterion in logistic regression
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Publication:1612976
DOI10.1016/S0167-7152(01)00191-2zbMath0994.62063MaRDI QIDQ1612976
Publication date: 5 September 2002
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
model selection; maximum likelihood estimator; logistic regression; law of iterated logarithm; strong consistency
62F10: Point estimation
62J12: Generalized linear models (logistic models)
60F15: Strong limit theorems
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- Linear representation of M-estimates in linear models
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