Pages that link to "Item:Q1731260"
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The following pages link to Shrinkage, pretest, and penalty estimators in generalized linear models (Q1731260):
Displayed 12 items.
- Shrinkage estimation in linear mixed models for longitudinal data (Q723454) (← links)
- Ridge-type shrinkage estimators in generalized linear models with an application to prostate cancer data (Q2066537) (← links)
- Adaptive estimation strategies in gamma regression model (Q2301223) (← links)
- Estimation strategy of multilevel model for ordinal longitudinal data (Q2303482) (← links)
- (Q4583163) (← links)
- Shrinkage and penalized estimators in weighted least absolute deviations regression models (Q4960627) (← links)
- Non-penalty shrinkage estimation of random effect models for longitudinal data with AR(1) errors (Q4960759) (← links)
- A comparison of preliminary test, Stein-type and penalty estimators in gamma regression model (Q5033458) (← links)
- Improved shrinkage estimators in zero-inflated negative binomial regression model (Q5073788) (← links)
- Using shrinkage strategies to estimate fixed effects in zero-inflated negative binomial mixed model (Q6073577) (← links)
- Generalized autoregressive moving average models: an efficient estimation approach (Q6074137) (← links)
- Pretest and shrinkage estimators in generalized partially linear models with application to real data (Q6180915) (← links)