Positive shrinkage, improved pretest and absolute penalty estimators in partially linear models
DOI10.1016/J.LAA.2008.12.015zbMATH Open1160.62066OpenAlexW1992931626MaRDI QIDQ1017635FDOQ1017635
Shakhawat Hossain, S. Ejaz Ahmed, Kjell A. Doksum
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
Recommendations
- SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS
- Absolute penalty and shrinkage estimation in partially linear models
- Ridge-type pretest and shrinkage estimations in partially linear models
- Shrinkage and pretest estimators for longitudinal data analysis under partially linear models
- Shrinkage ridge regression in partial linear models
regression modelkernel smoothingasymptotic risksemiparametric least squaressemiparametric LASSOStein type shrinkage
Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Monte Carlo methods (65C05) Asymptotic distribution theory in statistics (62E20) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Atomic Decomposition by Basis Pursuit
- Title not available (Why is that?)
- Root-N-Consistent Semiparametric Regression
- Title not available (Why is that?)
- Title not available (Why is that?)
- Empirical likelihood for partially linear models
- Series estimation of semilinear models
- Data-driven efficient estimators for a partially linear model
- Convergence rates for partially splined models
- Convergence rates for parametric components in a partly linear model
- Estimation in Partially Linear Models With Missing Covariates
- Direct estimation of low-dimensional components in additive models.
- Consistent covariate selection and post model selection inference in semiparametric regression.
- Theory of Preliminary Test and Stein‐Type Estimation With Applications
- Semiparametric Regression Analysis With Missing Response at Random
- Local linear estimation in partly linear models
- An Adaptive Estimator of the Autocorrelation Coefficient in Regression Models with Autoregressive Errors
- Non-Optimality of Preliminary-Test Estimators for the Mean of a Multivariate Normal Distribution
- Asymptotic theory for partly linear models
- On Biases in Estimation Due to the Use of Preliminary Tests of Significance
- SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS
- The laws of the iterated logarithm of some estimates in partly linear models
- Efficient estimation in a semiparametric additive regression model with autoregressive errors
- Sieve Maximum Likelihood Estimator for Semiparametric Regression Models With Current Status Data
- Trigonometric series regression estimators with an application to partially linear models
- A Note on the Convergent Rates of M-Estimates for a Partly Linear Model
- Estimation of the autocorrelation coefficient in the presence of a regression trend
- Adaptive parametric test in a semiparametric regression model
- Large sample theory of the estimation of the error distribution for a semiparametric model
- Improved biased estimation in an ANOVA model
Cited In (12)
- Penalized and Shrinkage Estimation in the Cox Proportional Hazards Model
- Ridge estimation in semiparametric linear measurement error models
- Shrinkage, pretest, and penalty estimators in generalized linear models
- A note on Stein-type shrinkage estimator in partial linear models
- Shrinkage estimation in linear mixed models for longitudinal data
- Shrinkage and LASSO strategies in high-dimensional heteroscedastic models
- Optimal method in multiple regression with structural changes
- Shrinkage and penalty estimators of a Poisson regression model
- On the Preliminary Test Backfitting and Speckman Estimators in Partially Linear Models and Numerical Comparisons
- A class of Stein-rules in multivariate regression model with structural changes
- Shrinkage and pretest estimators for longitudinal data analysis under partially linear models
- SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS
Uses Software
This page was built for publication: Positive shrinkage, improved pretest and absolute penalty estimators in partially linear models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1017635)
