Shrinkage and pretest estimators for longitudinal data analysis under partially linear models (Q2832015)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Shrinkage and pretest estimators for longitudinal data analysis under partially linear models |
scientific article; zbMATH DE number 6647954
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Shrinkage and pretest estimators for longitudinal data analysis under partially linear models |
scientific article; zbMATH DE number 6647954 |
Statements
Shrinkage and pretest estimators for longitudinal data analysis under partially linear models (English)
0 references
4 November 2016
0 references
asymptotic bias and risk
0 references
likelihood ratio test
0 references
longitudinal data
0 references
pretest and shrinkage estimators
0 references
partially linear model
0 references
0 references
0 references
0 references
0.8426368832588196
0 references
0.8282274007797241
0 references
0.8191198706626892
0 references
0.8179075717926025
0 references
0.811941385269165
0 references