Confidence sets and coverage probabilities based on preliminary estimators in logistic regression models
DOI10.1016/j.cam.2008.04.023zbMath1153.62315MaRDI QIDQ2519711
María del Carmen Pardo, M. Luisa Menendez, Leandro Pardo
Publication date: 27 January 2009
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2008.04.023
asymptotic coverage probability; preliminary test estimator; minimum phi-divergence estimator; recentered confidence set
62F12: Asymptotic properties of parametric estimators
62F25: Parametric tolerance and confidence regions
62H15: Hypothesis testing in multivariate analysis
62J12: Generalized linear models (logistic models)
62J99: Linear inference, regression
62B10: Statistical aspects of information-theoretic topics
Cites Work