Under a projection-limit assumption, the existence of the MLE in binary-response generalized linear models with elliptical covariates changes sharply at a threshold p/n that generalizes the Gaussian formula of Candès and Sur.
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The existence of maximum likelihood estimate in high-dimensional binary response generalized linear models
Under a projection-limit assumption, the existence of the MLE in binary-response generalized linear models with elliptical covariates changes sharply at a threshold p/n that generalizes the Gaussian formula of Candès and Sur.