Shrinkage and penalty estimators of a Poisson regression model
DOI10.1111/J.1467-842X.2012.00679.XzbMATH Open1334.62127MaRDI QIDQ2802803FDOQ2802803
Authors: Shakhawat Hossain, S. Ejaz Ahmed 
Publication date: 27 April 2016
Published in: Australian \& New Zealand Journal of Statistics (Search for Journal in Brave)
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shrinkage estimatorslikelihood ratio testMonte Carlo simulationPoisson regressionasymptotic distributional bias and riskpenalty estimators
General nonlinear regression (62J02) Applications of statistics to biology and medical sciences; meta analysis (62P10) Ridge regression; shrinkage estimators (Lasso) (62J07)
Cites Work
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Cited In (14)
- On the James-Stein estimator for the poisson regression model
- Penalized and Shrinkage Estimation in the Cox Proportional Hazards Model
- Model selection and parameter estimation of a multinomial logistic regression model
- On reverse shrinkage effects and shrinkage overshoot
- Model selection and post estimation based on a pretest for logistic regression models
- A comparative study of four estimators for analyzing the random event rate of the poisson process
- Shrinkage estimation of the exponentiated Weibull regression model for time‐to‐event data
- Penalised, post‐pretest, and post‐shrinkage strategies in nonlinear growth models
- Response shrinkage estimators in binary regression
- A comparison of preliminary test, Stein-type and penalty estimators in gamma regression model
- Improved shrinkage estimators in the beta regression model with application in econometric and educational data
- Poisson average maximum likelihood-centered penalized estimator: a new estimator to better address multicollinearity in Poisson regression
- Segmentation of the Poisson and negative binomial rate models: a penalized estimator
- Shrinkage and Penalized Likelihood as Methods to Improve Predictive Accuracy
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