Pages that link to "Item:Q434515"

The following pages link to LASSO and shrinkage estimation in Weibull censored regression models (Q434515):

Displaying 13 items.

• Shrinkage estimation in linear mixed models for longitudinal data (Q723454) (← links)
• Shrinkage, pretest, and penalty estimators in generalized linear models (Q1731260) (← links)
• Bayesian penalized Buckley-James method for high dimensional bivariate censored regression models (Q2134161) (← links)
• Shrinkage and Penalty Estimators of a Poisson Regression Model (Q2802803) (← links)
• Shrinkage and penalized estimators in weighted least absolute deviations regression models (Q4960627) (← links)
• Liu-type shrinkage estimations in linear models (Q5072993) (← links)
• Pretest and shrinkage estimation strategies in accelerated failure time model (Q5083331) (← 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)
• Application of shrinkage estimation in linear regression models with autoregressive errors (Q5222289) (← links)
• Penalized and Shrinkage Estimation in the Cox Proportional Hazards Model (Q5419344) (← links)
• Penalty and related estimation strategies in the spatial error model (Q6064124) (← links)
• Shrinkage estimation of the exponentiated Weibull regression model for time‐to‐event data (Q6067706) (← links)