2 papers
math.ST2026
Finite sample behavior of the maximum likelihood estimator in the Poisson model under Gaussian design
Matthieu Lerasle, Antoine Roche
We study the maximum likelihood estimation of the coefficient β in well-specified Poisson regression. Using tools from empirical process theory and random conic geometry, we show t…
math.ST2024
Finite-sample performance of the maximum likelihood estimator in logistic regression
Hugo Chardon, Matthieu Lerasle, Jaouad Mourtada
Logistic regression is a classical model for describing the probabilistic dependence of binary responses to multivariate covariates. We consider the predictive performance of the m…