A Wald-type test statistic for testing linear hypothesis in logistic regression models based on minimum density power divergence estimator

JOURNAL ARTICLE published 1 January 2017 in Electronic Journal of Statistics

Authors: Ayanendranath Basu | Abhik Ghosh | Abhijit Mandal | Nirian Martín | Leandro Pardo

An Analysis of the Indicator Saturation Estimator as a Robust Regression Estimator

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Soren Johansen | Bent Nielsen

An Analysis of the Indicator Saturation Estimator as a Robust Regression Estimator

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Soren Johansen | Bent Nielsen

Comparing two samples by penalized logistic regression

JOURNAL ARTICLE published 1 January 2008 in Electronic Journal of Statistics

Authors: Konstantinos Fokianos

Honest variable selection in linear and logistic regression models via ℓ1 and ℓ1+ℓ2 penalization

JOURNAL ARTICLE published 1 January 2008 in Electronic Journal of Statistics

Authors: Florentina Bunea

Distribution-free conditional median inference

JOURNAL ARTICLE published 1 January 2021 in Electronic Journal of Statistics

Authors: Dhruv Medarametla | Emmanuel Candès

Self-concordant analysis for logistic regression

JOURNAL ARTICLE published 1 January 2010 in Electronic Journal of Statistics

Authors: Francis Bach

Nonparametric inference via bootstrapping the debiased estimator

JOURNAL ARTICLE published 1 January 2019 in Electronic Journal of Statistics

Authors: Gang Cheng | Yen-Chi Chen

Estimator augmentation with applications in high-dimensional group inference

JOURNAL ARTICLE published 1 January 2017 in Electronic Journal of Statistics

Authors: Qing Zhou | Seunghyun Min

A Dual estimator as a tool for solving regression problems

JOURNAL ARTICLE published 1 January 2013 in Electronic Journal of Statistics

Authors: Anatoly Gordinsky

Robust Logistic Regression for Binomial Responses

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Maria-Pia Victoria-Feser

Robust Trend Inference with Series Variance Estimator and Testing-Optimal Smoothing Parameter

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Yixiao Sun

The Shooting S-Estimator for Robust Regression

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Viktoria Oellerer | Andreas Alfons | Christophe Croux

Nonparametric multivariate $L_{1}$-median regression estimation with functional covariates

JOURNAL ARTICLE published 1 January 2013 in Electronic Journal of Statistics

Authors: Mohamed Chaouch | Naâmane Laïb

The Signed-rank estimator for nonlinear regression with responses missing at random

JOURNAL ARTICLE published 1 January 2015 in Electronic Journal of Statistics

Authors: Huybrechts F. Bindele

Scalable logistic regression with crossed random effects

JOURNAL ARTICLE published 1 January 2022 in Electronic Journal of Statistics

Authors: Swarnadip Ghosh | Trevor Hastie | Art B. Owen

Thresholding least-squares inference in high-dimensional regression models

JOURNAL ARTICLE published 1 January 2016 in Electronic Journal of Statistics

Authors: Mihai Giurcanu

Is distribution-free inference possible for binary regression?

JOURNAL ARTICLE published 1 January 2020 in Electronic Journal of Statistics

Authors: Rina Foygel Barber

Bayesian Inference for Logistic Regression Models using Sequential Posterior Simulation

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: John Geweke | Garland Durham | Huaxin Xu

Inference for elliptical copula multivariate response regression models

JOURNAL ARTICLE published 1 January 2019 in Electronic Journal of Statistics

Authors: Yue Zhao | Christian Genest