Adaptive estimation strategies in gamma regression model

DOI10.1007/S42519-019-0076-1MaRDI QIDQ2301223zbMATH OpenOpenAlexFDO

Authors O. Reangsephet, S. Ejaz Ahmed, Supranee Lisawadi

Publication date 24 February 2020

Published in Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s42519-019-0076-1

zbMATH Keywords

asymptotic propertiesgamma regressionMonte Carlopretest and shrinkage

Mathematics Subject Classification ID

Point estimation (62F10) Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)

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Cites work

• A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution
• An improved estimation in regression parameter matrix in multivariate regression model
• Double shrunken selection operator
• Estimation with quadratic loss.
• scientific article; zbMATH DE number 3614055 (Why is no real title available?)
• scientific article; zbMATH DE number 1959649 (Why is no real title available?)
• Model selection and post estimation based on a pretest for logistic regression models
• On Biases in Estimation Due to the Use of Preliminary Tests of Significance
• On gamma regression residuals
• Penalty, shrinkage and pretest strategies. Variable selection and estimation
• Performance of some ridge estimators for the gamma regression model
• Ridge-type pretest and shrinkage estimations in partially linear models
• Shrinkage estimation in linear mixed models for longitudinal data
• Shrinkage, pretest, and penalty estimators in generalized linear models
• The Admissibility of Hotelling's T²-Test
• Weak signals in high-dimensional regression: detection, estimation and prediction

Cited in

(6)

• Almost unbiased Liu-type estimators in gamma regression model
• Improved shrinkage estimators in zero-inflated negative binomial regression model
• Using shrinkage strategies to estimate fixed effects in zero-inflated negative binomial mixed model
• Penalised, post‐pretest, and post‐shrinkage strategies in nonlinear growth models
• scientific article; zbMATH DE number 7734380 (Why is no real title available?)
• Inequality restricted estimator for gamma regression: Bayesian approach as a solution to the multicollinearity

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Uses Software

• TH.data

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