Absolute penalty and shrinkage estimation in partially linear models (Q433248): Difference between revisions

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+SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS
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+Robust inference strategy in the presence of measurement error
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+Asymptotic Expansion of the Coverage Probability of James–Stein Estimators
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+Consistent covariate selection and post model selection inference in semiparametric regression.
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+Regression function estimation from dependent observations
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+A practical guide to splines.
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+Asymptotic theory for partly linear models
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+Q4516961
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+Bivariate tensor-product \(B\)-splines in a partly linear model
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+Least angle and \(\ell _{1}\) penalized regression: a review
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+A Semiparametric Basis for Combining Estimation Problems Under Quadratic Loss
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+Estimation in partially linear models and numerical comparisons
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+Stability Selection
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+Polynomial spline estimation of partially linear single-index proportional hazards regression models
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+Q4864293
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+The Adaptive Lasso and Its Oracle Properties
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