Conditions for superiority of the minimum dispersion estimator over another with respect to the covariance matrix are derived when the vector parameter of a regression model is subject to competing stochastic restrictions. The restrictions may also consist both of a deterministic part and a stochast
Preliminary phi-divergence test estimators for linear restrictions in a logistic regression model
✍ Scribed by M. L. Menéndez; L. Pardo; M. C. Pardo
- Publisher
- Springer-Verlag
- Year
- 2007
- Tongue
- English
- Weight
- 253 KB
- Volume
- 50
- Category
- Article
- ISSN
- 0932-5026
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