Shrinkage and pretest estimators for longitudinal data analysis under partially linear models (Q2832015): Difference between revisions

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+S. Ejaz Ahmed
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+MaRDI publication profile
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+https://doi.org/10.1080/10485252.2016.1190358
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+W2468602310
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@@ Property / cites work @@
+Penalty, shrinkage and pretest strategies. Variable selection and estimation
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+Risk comparison of some shrinkage M-estimators in linear models
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@@ Property / cites work @@
+SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS
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+Partial Linear Regression Models for Clustered Data
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+<i>L</i><sub>1</sub> penalty and shrinkage estimation in partially linear models with random coefficient autoregressive errors
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+Positive shrinkage, improved pretest and absolute penalty estimators in partially linear models
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+Variable selection using MM algorithms
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+Shrinkage estimation in nonlinear regression: The Box-Cox transformation
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+Semiparametric Models for Longitudinal Data with Application to CD4 Cell Numbers in HIV Seroconverters
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