Discussion on: “A Scale-Free Approach for False Discovery Rate Control in Generalized Linear Models” by Dai, Lin, Zing, Liu

DOI10.1080/01621459.2023.2223656MaRDI QIDQ6077545zbMATH OpenOpenAlexFDO

Authors Gerda Claeskens, Maarten Jansen, Jing Zhou

Publication date 18 October 2023

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/01621459.2023.2223656

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A modern maximum-likelihood theory for high-dimensional logistic regression
• A Scale-Free Approach for False Discovery Rate Control in Generalized Linear Models
• Exact post-selection inference, with application to the Lasso
• For most large underdetermined systems of linear equations the minimal 𝓁₁‐norm solution is also the sparsest solution
• Generalized cross validation in variable selection with and without shrinkage
• Information criteria for variable selection under sparsity
• On asymptotically optimal confidence regions and tests for high-dimensional models
• The asymptotic distribution of the MLE in high-dimensional logistic models: arbitrary covariance
• The likelihood ratio test in high-dimensional logistic regression is asymptotically a rescaled Chi-square

Cited in

(1)

• Discussion: On methods controlling the false discovery rate

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