Positive shrinkage, improved pretest and absolute penalty estimators in partially linear models

DOI10.1016/J.LAA.2008.12.015zbMath1160.62066OpenAlexW1992931626MaRDI QIDQ1017635

S. Ejaz Ahmed, Kjell A. Doksum, Shakhawat Hossain

Publication date: 12 May 2009

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2008.12.015

zbMATH Keywords

kernel smoothingregression modelasymptotic risksemiparametric least squaressemiparametric LASSOStein type shrinkage

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Monte Carlo methods (65C05)

Related Items (11)

Optimal method in multiple regression with structural changes ⋮ Shrinkage, pretest, and penalty estimators in generalized linear models ⋮ On the Preliminary Test Backfitting and Speckman Estimators in Partially Linear Models and Numerical Comparisons ⋮ Ridge estimation in semiparametric linear measurement error models ⋮ Penalized and Shrinkage Estimation in the Cox Proportional Hazards Model ⋮ A class of Stein-rules in multivariate regression model with structural changes ⋮ Shrinkage estimation in linear mixed models for longitudinal data ⋮ Shrinkage and Penalty Estimators of a Poisson Regression Model ⋮ Shrinkage and LASSO strategies in high-dimensional heteroscedastic models ⋮ Shrinkage and pretest estimators for longitudinal data analysis under partially linear models ⋮ A note on Stein-type shrinkage estimator in partial linear models

Uses Software

• R
• PDCO
• sm

Cites Work

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