Pretest and shrinkage estimators in generalized partially linear models with application to real data (Q6180915)
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: Pretest and shrinkage estimators in generalized partially linear models with application to real data |
scientific article; zbMATH DE number 7792221
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Pretest and shrinkage estimators in generalized partially linear models with application to real data |
scientific article; zbMATH DE number 7792221 |
Statements
Pretest and shrinkage estimators in generalized partially linear models with application to real data (English)
0 references
22 January 2024
0 references
asymptotic biases and risks
0 references
backfitting algorithm
0 references
credit scoring
0 references
maximum likelihood estimation
0 references
pretest estimator
0 references
semiparametrics
0 references
shrinkage estimator
0 references
Speckman estimator
0 references
variable selection
0 references
0 references
0 references
0 references
0 references
0 references
0.8138955235481262
0 references
0.8124669194221497
0 references
0.811974287033081
0 references
0.797575831413269
0 references
