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Model selection and post estimation based on a pretest for logistic regression models - MaRDI portal

Model selection and post estimation based on a pretest for logistic regression models (Q5221548)

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scientific article; zbMATH DE number 7184811
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Model selection and post estimation based on a pretest for logistic regression models
scientific article; zbMATH DE number 7184811

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    Model selection and post estimation based on a pretest for logistic regression models (English)
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    1 April 2020
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    subspace information
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    linear shrinkage estimator
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    preliminary test estimator
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    asymptotic distributional bias
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    asymptotic quadratic risk
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