An information theoretic approach to estimation in the case of multicollinearity (Q1408466)

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scientific article; zbMATH DE number 1984637
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An information theoretic approach to estimation in the case of multicollinearity
scientific article; zbMATH DE number 1984637

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    An information theoretic approach to estimation in the case of multicollinearity (English)
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    22 September 2003
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    empirical-likelihood
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    semiparametric models
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    extended estimating equations
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    Kullback-Leibler information criterion
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    Lagrange multiplier
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    pseudo-likelihood ratio tests
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