Stein-type estimation in logistic regression models based on minimum ϕ-divergence estimators

被引：0

作者：

M. L. Menéndez

L. Pardo

M. C. Pardo

机构：

[1] Complutense University of Madrid,Department of Statistics and O.R. I

[2] Technical University of Madrid,Department of Applied Mathematics, E.T.S.A.M.

来源：

Journal of the Korean Statistical Society | 2009年 / 38卷

关键词：

62F10; 62F30; 62F12; 62J10; Logistic regression model; Phi-divergence test statistics; Minimum phi-divergence estimator; General linear hypotheses; Stein-type estimation;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

In this paper we present a study of Stein-type estimators for the unknown parameters in logistic regression models when it is suspected that the parameters may be restricted to a subspace of the parameter space. The Stein-type estimators studied are based on the minimum phi-divergence estimator instead on the maximum likelihood estimator as well as on phi-divergence test statistics.

引用

页码：73 / 86

页数：13

共 50 条

[1] Stein-type estimation in logistic regression models based on minimum φ-divergence estimators
Menendez, M. L.
Pardo, L.
Pardo, M. C.
[J]. JOURNAL OF THE KOREAN STATISTICAL SOCIETY, 2009, 38 (01) : 73 - 86
[2] A Comparison of Pretest, Stein-Type and Penalty Estimators in Logistic Regression Model
Reangsephet, Orawan
Lisawadi, Supranee
Ahmed, Syed Ejaz
[J]. PROCEEDINGS OF THE ELEVENTH INTERNATIONAL CONFERENCE ON MANAGEMENT SCIENCE AND ENGINEERING MANAGEMENT, 2018, : 19 - 34
[3] Joint inference based on Stein-type averaging estimators in the linear regression model
Boot, Tom
[J]. JOURNAL OF ECONOMETRICS, 2023, 235 (02) : 1542 - 1563
[4] A note on classical Stein-type estimators in elliptically contoured models
Arashi, M.
Tabatabaey, S. M. M.
[J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2010, 140 (05) : 1206 - 1213
[5] Preliminary test and Stein-type shrinkage ridge estimators in robust regression
M. Norouzirad
M. Arashi
[J]. Statistical Papers, 2019, 60 : 1849 - 1882
[6] Preliminary test and Stein-type shrinkage ridge estimators in robust regression
Norouzirad, M.
Arashi, M.
[J]. STATISTICAL PAPERS, 2019, 60 (06) : 1849 - 1882
[7] UNIVERSAL DOMINATION OF STEIN-TYPE ESTIMATORS
KI, F
TSUI, KW
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1986, 15 (07) : 2159 - 2173
[8] GENERALIZED BAYES STEIN-TYPE ESTIMATORS FOR REGRESSION PARAMETERS UNDER LINEAR CONSTRAINTS
HOFFMANN, K
[J]. JOURNAL OF MULTIVARIATE ANALYSIS, 1993, 46 (01) : 120 - 130
[9] Minimum Φ-divergence estimator in logistic regression models
Julio Angel Pardo
Leandro Pardo
María del Carmen Pardo
[J]. Statistical Papers, 2006, 47 : 91 - 108
[10] Minimum φ-divergence estimator in logistic regression models
Pardo, JA
Pardo, L
Pardo, MD
[J]. STATISTICAL PAPERS, 2006, 47 (01) : 91 - 108

← 1 2 3 4 5 →