Philipp Sterzinger

Proportional-limit asymptotics for Diaconis-Ylvisaker-penalised logistic regression with fitted intercept

This paper develops estimator-level asymptotic theory for maximum Diaconis-Ylvisaker prior penalised likelihood for logistic regression with a jointly fitted intercept and nonzero prior slope direction in the proportional-limit regime. For $\mathrm{N}(\mathbf{0}_p, p^{-1}\mathbf{I}_p)$ Gaussian covariates and $p/n\to\k...