Positive shrinkage, improved pretest and absolute penalty estimators in partially linear models
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Publication:1017635
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Cites work
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- scientific article; zbMATH DE number 1533566 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
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- SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS
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Cited in
(18)- Pretest and shrinkage estimators in generalized partially linear models with application to real data
- Optimal method in multiple regression with structural changes
- Efficient adaptive estimation strategies in high-dimensional partially linear regression models
- Absolute penalty and shrinkage estimation in partially linear models
- Improved penalty strategies in linear regression models
- Shrinkage, pretest, and penalty estimators in generalized linear models
- Shrinkage and penalty estimators of a Poisson regression model
- Shrinkage and LASSO strategies in high-dimensional heteroscedastic models
- A note on Stein-type shrinkage estimator in partial linear models
- SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS
- On the Preliminary Test Backfitting and Speckman Estimators in Partially Linear Models and Numerical Comparisons
- Shrinkage and pretest estimators for longitudinal data analysis under partially linear models
- Penalized and shrinkage estimation in the Cox proportional hazards model
- A class of Stein-rules in multivariate regression model with structural changes
- Shrinkage ridge regression in partial linear models
- Shrinkage estimation in linear mixed models for longitudinal data
- Ridge-type pretest and shrinkage estimations in partially linear models
- Ridge estimation in semiparametric linear measurement error models
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