Preliminary test estimators and phi-divergence measures in generalized linear models with binary data

DOI10.1016/J.JMVA.2008.02.011zbMath1154.62051OpenAlexW1997664804MaRDI QIDQ957310

Leandro Pardo, María del Carmen Pardo, M. Luisa Menendez

Publication date: 27 November 2008

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2008.02.011

zbMATH Keywords

asymptotic biaspreliminary test estimator\(\phi\)-divergence statisticsasymptotic quadratic risk\(\varphi\)-divergence measurescontiguous alternative hypothesesminimum \(\varphi\)-divergence estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Parametric inference under constraints (62F30) Generalized linear models (logistic models) (62J12) Statistical aspects of information-theoretic topics (62B10)

Related Items (4)

On the comparison of the pre-test and shrinkage phi-divergence test estimators for the symmetry model of categorical data ⋮ Stein-type estimation in logistic regression models based on minimum \(\phi\)-divergence estimators ⋮ Confidence sets and coverage probabilities based on preliminary estimators in logistic regression models ⋮ Unnamed Item

Cites Work

• Minimum \(\varphi\)-divergence estimator and \(\varphi\)-divergence statistics in generalized linear models with binary data
• On preliminary test and shrinkage M-estimation in linear models
• Nonparametric estimation of location parameter after a preliminary test on regression
• On shrinkage least squares estimation in a parallelism problem
• Theory of Preliminary Test and Stein‐Type Estimation With Applications
• On Biases in Estimation Due to the Use of Preliminary Tests of Significance
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