Positive shrinkage, improved pretest and absolute penalty estimators in partially linear models
DOI10.1016/J.LAA.2008.12.015zbMATH Open1160.62066OpenAlexW1992931626MaRDI QIDQ1017635FDOQ1017635
Authors: Kjell A. Doksum, S. Ejaz Ahmed, 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
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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)
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- SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS
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Cited In (18)
- 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
- Absolute penalty and shrinkage estimation in partially linear models
- Shrinkage estimation in linear mixed models for longitudinal data
- Penalized and shrinkage estimation in the Cox proportional hazards model
- Shrinkage ridge regression in partial linear models
- Pretest and shrinkage estimators in generalized partially linear models with application to real 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
- Improved penalty strategies in linear regression models
- Efficient adaptive estimation strategies in high-dimensional partially linear regression models
- 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
- Ridge-type pretest and shrinkage estimations in partially linear models
- SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS
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