A. Yu. Khaplanov, “Asymptotic normality of the estimation of the multivariate logistic regression”, Inform. Primen., 2013, Volume 7, Issue 2,Pages <nobr>69

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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.