Pages that link to "Item:Q3614906"

The following pages link to SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS (Q3614906):

Displaying 36 items.

• Accounting for uncertainty in heteroscedasticity in nonlinear regression (Q413343) (← links)
• Shrinkage estimation for identification of linear components in additive models (Q419212) (← links)
• Absolute penalty and shrinkage estimation in partially linear models (Q433248) (← links)
• Simple regression in view of elliptical models (Q445829) (← links)
• Shrinkage estimation for the mean of the inverse Gaussian population (Q464392) (← links)
• Consistent inference for biased sub-model of high-dimensional partially linear model (Q629129) (← links)
• Asymptotic theory of simultaneous estimation of Poisson means (Q1017633) (← links)
• Positive shrinkage, improved pretest and absolute penalty estimators in partially linear models (Q1017635) (← links)
• Ridge estimation in semiparametric linear measurement error models (Q1754430) (← links)
• Optimal shrinkage estimations in partially linear single-index models for binary longitudinal data (Q2074675) (← links)
• Estimation strategy of multilevel model for ordinal longitudinal data (Q2303482) (← links)
• Ridge-type pretest and shrinkage estimations in partially linear models (Q2306898) (← links)
• Constrained estimation and some useful results in several multivariate models (Q2360888) (← links)
• Shrinkage and Penalty Estimators of a Poisson Regression Model (Q2802803) (← links)
• Nonparametric Shrinkage Estimation for Aalen's Additive Hazards Model (Q2802858) (← links)
• Shrinkage and LASSO strategies in high-dimensional heteroscedastic models (Q2816430) (← links)
• Shrinkage and pretest estimators for longitudinal data analysis under partially linear models (Q2832015) (← links)
• A note on Stein-type shrinkage estimator in partial linear models (Q3143498) (← links)
• Seemingly Unrelated Ridge Regression in Semiparametric Models (Q3168538) (← links)
• Stein-rule estimation under an extended balanced loss function (Q3401439) (← links)
• Semiparametric Ridge Regression Approach in Partially Linear Models (Q3577166) (← links)
• Liu-type estimator in semiparametric regression models (Q3589982) (← links)
• On the Preliminary Test Backfitting and Speckman Estimators in Partially Linear Models and Numerical Comparisons (Q4906417) (← links)
• Shrinkage and penalized estimators in weighted least absolute deviations regression models (Q4960627) (← links)
• A comparison of preliminary test, Stein-type and penalty estimators in gamma regression model (Q5033458) (← links)
• Penalty, post pretest and shrinkage strategies in a partially linear model (Q5042183) (← links)
• Robust restricted Liu estimator in censored semiparametric linear models (Q5086075) (← links)
• Double shrunken selection operator (Q5086183) (← links)
• Shrinkage estimation in lognormal regression model for censored data (Q5138524) (← links)
• Model selection and parameter estimation of a multinomial logistic regression model (Q5219998) (← links)
• Shrinkage and penalized estimation in semi-parametric models with multicollinear data (Q5221551) (← links)
• Performance of the difference-based estimators in partially linear models (Q5299481) (← links)
• Asymptotically optimal shrinkage estimates for non-normal data (Q5300731) (← links)
• <i>L</i>₁ penalty and shrinkage estimation in partially linear models with random coefficient autoregressive errors (Q5414504) (← links)
• Penalised, post‐pretest, and post‐shrinkage strategies in nonlinear growth models (Q6075172) (← links)
• Pretest and shrinkage estimation of the regression parameter vector of the marginal model with multinomial responses (Q6120377) (← links)