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.
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页码：73 / 86
页数：13
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