L1 penalty and shrinkage estimation in partially linear models with random coefficient autoregressive errors (Q5414504): Difference between revisions

Latest revision as of 12:26, 8 July 2024

scientific article; zbMATH DE number 6292438

Language	Label	Description	Also known as
English	<i>L</i><sub>1</sub> penalty and shrinkage estimation in partially linear models with random coefficient autoregressive errors	scientific article; zbMATH DE number 6292438

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instance of

scholarly article

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title

L1 penalty and shrinkage estimation in partially linear models with random coefficient autoregressive errors (English)

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Applied Stochastic Models in Business and Industry

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publication date

6 May 2014

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Mathematics Subject Classification ID

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penalty and shrinkage estimator

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partially linear model

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autoregressive error

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asymptotic bias and risk

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lasso

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describes a project that uses

R

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sm

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1002/asmb.933

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OpenAlex ID

W2007876140

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cites work

Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

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Q4864293

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The Adaptive Lasso and Its Oracle Properties

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Least angle and \(\ell _{1}\) penalized regression: a review

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SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS

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Estimating spatial covariance using penalised likelihood with weightedL1penalty

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Tuning parameter selectors for the smoothly clipped absolute deviation method

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Convergence rates for parametric components in a partly linear model

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Q3823646

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Data-driven efficient estimators for a partially linear model

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Series estimation of semilinear models

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Local linear estimation in partly linear models

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Estimation in a semiparametric partially linear errors-in-variables model

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A note on estimating a partly linear model under monotonicity constraints

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Adaptive parametric test in a semiparametric regression model

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Q4516961

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Semiparametric and nonparametric methods in econometrics

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Estimation of the autocorrelation coefficient in the presence of a regression trend

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Efficient estimation in a semiparametric additive regression model with autoregressive errors

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An Adaptive Estimator of the Autocorrelation Coefficient in Regression Models with Autoregressive Errors

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Plug-in bandwidth choice in partial linear models with autoregressive errors

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Estimation and testing in a partial linear regression model under long-memory dependence

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Parameter estimation in a regression model with random coefficient autoregressive errors

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PARAMETER ESTIMATION IN A PARTLY LINEAR REGRESSION MODEL WITH RANDOM COEFFICIENT AUTOREGRESSIVE ERRORS

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Automatic model selection for partially linear models

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Variable selection in semiparametric regression modeling

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Least angle regression. (With discussion)

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MODEL SELECTION AND INFERENCE: FACTS AND FICTION

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Q4365239

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Multivariate reduced-rank regression

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Asymptotic theory for partly linear models

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Random coefficient autoregressive models: an introduction

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Sitelinks

Mathematics(1 entry)

mardi Publication:5414504

@@ Property / author @@
-S. Ejaz Ahmed
@@ Property / author: S. Ejaz Ahmed / rank @@
-Normal rank
@@ Property / author @@
+S. Ejaz Ahmed
@@ Property / author: S. Ejaz Ahmed / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+R
@@ Property / describes a project that uses: R / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+sm
@@ Property / describes a project that uses: sm / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1002/asmb.933
@@ Property / full work available at URL: https://doi.org/10.1002/asmb.933 / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2007876140
@@ Property / OpenAlex ID: W2007876140 / rank @@
+Normal rank
@@ Property / cites work @@
+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
+Normal rank
@@ Property / cites work @@
+Q4864293
@@ Property / cites work: Q4864293 / rank @@
+Normal rank
@@ Property / cites work @@
+The Adaptive Lasso and Its Oracle Properties
@@ Property / cites work: The Adaptive Lasso and Its Oracle Properties / rank @@
+Normal rank
@@ Property / cites work @@
+Least angle and \(\ell _{1}\) penalized regression: a review
+Normal rank
@@ Property / cites work @@
+SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS
+Normal rank
@@ Property / cites work @@
+Estimating spatial covariance using penalised likelihood with weighted<i>L</i><sub>1</sub>penalty
+Normal rank
@@ Property / cites work @@
+Tuning parameter selectors for the smoothly clipped absolute deviation method
+Normal rank
@@ Property / cites work @@
+Convergence rates for parametric components in a partly linear model
+Normal rank
@@ Property / cites work @@
+Q3823646
@@ Property / cites work: Q3823646 / rank @@
+Normal rank
@@ Property / cites work @@
+Data-driven efficient estimators for a partially linear model
+Normal rank
@@ Property / cites work @@
+Series estimation of semilinear models
@@ Property / cites work: Series estimation of semilinear models / rank @@
+Normal rank
@@ Property / cites work @@
+Local linear estimation in partly linear models
@@ Property / cites work: Local linear estimation in partly linear models / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation in a semiparametric partially linear errors-in-variables model
+Normal rank
@@ Property / cites work @@
+A note on estimating a partly linear model under monotonicity constraints
+Normal rank
@@ Property / cites work @@
+Adaptive parametric test in a semiparametric regression model
+Normal rank
@@ Property / cites work @@
+Q4516961
@@ Property / cites work: Q4516961 / rank @@
+Normal rank
@@ Property / cites work @@
+Semiparametric and nonparametric methods in econometrics
+Normal rank
@@ Property / cites work @@
+Estimation of the autocorrelation coefficient in the presence of a regression trend
+Normal rank
@@ Property / cites work @@
+Efficient estimation in a semiparametric additive regression model with autoregressive errors
+Normal rank
@@ Property / cites work @@
+An Adaptive Estimator of the Autocorrelation Coefficient in Regression Models with Autoregressive Errors
+Normal rank
@@ Property / cites work @@
+Plug-in bandwidth choice in partial linear models with autoregressive errors
+Normal rank
@@ Property / cites work @@
+Estimation and testing in a partial linear regression model under long-memory dependence
+Normal rank
@@ Property / cites work @@
+Parameter estimation in a regression model with random coefficient autoregressive errors
+Normal rank
@@ Property / cites work @@
+PARAMETER ESTIMATION IN A PARTLY LINEAR REGRESSION MODEL WITH RANDOM COEFFICIENT AUTOREGRESSIVE ERRORS
+Normal rank
@@ Property / cites work @@
+Automatic model selection for partially linear models
+Normal rank
@@ Property / cites work @@
+Variable selection in semiparametric regression modeling
+Normal rank
@@ Property / cites work @@
+Least angle regression. (With discussion)
@@ Property / cites work: Least angle regression. (With discussion) / rank @@
+Normal rank
@@ Property / cites work @@
+MODEL SELECTION AND INFERENCE: FACTS AND FICTION
@@ Property / cites work: MODEL SELECTION AND INFERENCE: FACTS AND FICTION / rank @@
+Normal rank
@@ Property / cites work @@
+Q4365239
@@ Property / cites work: Q4365239 / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate reduced-rank regression
@@ Property / cites work: Multivariate reduced-rank regression / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic theory for partly linear models
@@ Property / cites work: Asymptotic theory for partly linear models / rank @@
+Normal rank
@@ Property / cites work @@
+Random coefficient autoregressive models: an introduction
+Normal rank

<i>L</i><sub>1</sub> penalty and shrinkage estimation in partially linear models with random coefficient autoregressive errors (Q5414504): Difference between revisions

Latest revision as of 12:26, 8 July 2024

Statements

Sitelinks

Mathematics(1 entry)