Shrinkage and pretest estimators for longitudinal data analysis under partially linear models

DOI10.1080/10485252.2016.1190358zbMath1407.62136OpenAlexW2468602310MaRDI QIDQ2832015

Grace Y. Yi, Shakhawat Hossain, Baojiang Chen, S. Ejaz Ahmed

Publication date: 4 November 2016

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485252.2016.1190358

zbMATH Keywords

likelihood ratio testlongitudinal datapartially linear modelpretest and shrinkage estimatorsasymptotic bias and risk

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

Related Items (9)

Improved estimation in elliptical linear mixed measurement error models ⋮ The risk of tensor Stein-rules in elliptically contoured distributions ⋮ Improved estimation in tensor regression with multiple change-points ⋮ Pretest and shrinkage estimators in generalized partially linear models with application to real data ⋮ Shrinkage estimation in linear mixed models for longitudinal data ⋮ Non-penalty shrinkage estimation of random effect models for longitudinal data with AR(1) errors ⋮ Unnamed Item ⋮ Estimation strategy of multilevel model for ordinal longitudinal data ⋮ Optimal shrinkage estimations in partially linear single-index models for binary longitudinal data

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