Shrinkage estimation strategy in quasi-likelihood models
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Publication:2231025
DOI10.1016/j.spl.2012.08.001zbMath1471.62415OpenAlexW1985530546MaRDI QIDQ2231025
S. Ejaz Ahmed, Saber Fallahpour
Publication date: 29 September 2021
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2012.08.001
Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07)
Related Items (6)
Liu-type shrinkage estimations in linear models ⋮ Double shrunken selection operator ⋮ Improved mixed model for longitudinal data analysis using shrinkage method ⋮ Shrinkage Estimation Strategies in Generalised Ridge Regression Models: Low/High‐Dimension Regime ⋮ Shrinkage estimation of the exponentiated Weibull regression model for time‐to‐event data ⋮ Pretest and shrinkage estimators in generalized partially linear models with application to real data
Uses Software
Cites Work
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