Positive shrinkage, improved pretest and absolute penalty estimators in partially linear models

DOI10.1016/j.laa.2008.12.015zbMath1160.62066OpenAlexW1992931626MaRDI QIDQ1017635

S. Ejaz Ahmed, Kjell A. Doksum, Shakhawat Hossain

Publication date: 12 May 2009

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2008.12.015

zbMATH Keywords

kernel smoothingregression modelasymptotic risksemiparametric least squaressemiparametric LASSOStein type shrinkage

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Monte Carlo methods (65C05)

Related Items

Optimal method in multiple regression with structural changes, Shrinkage, pretest, and penalty estimators in generalized linear models, On the Preliminary Test Backfitting and Speckman Estimators in Partially Linear Models and Numerical Comparisons, Ridge estimation in semiparametric linear measurement error models, Penalized and Shrinkage Estimation in the Cox Proportional Hazards Model, A class of Stein-rules in multivariate regression model with structural changes, Shrinkage estimation in linear mixed models for longitudinal data, Shrinkage and Penalty Estimators of a Poisson Regression Model, Shrinkage and LASSO strategies in high-dimensional heteroscedastic models, Shrinkage and pretest estimators for longitudinal data analysis under partially linear models, A note on Stein-type shrinkage estimator in partial linear models

Uses Software

• R
• PDCO
• sm

Cites Work

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