Publication: Stein-type estimation in logistic regression models based on minimum phi-divergence estimators
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2009-03-01
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Korean Statistical Society
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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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