Shrinkage and penalty estimators of a Poisson regression model
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Publication:2802803
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Cites work
- scientific article; zbMATH DE number 1237531 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A Semiparametric Basis for Combining Estimation Problems Under Quadratic Loss
- A local maximum likelihood estimator for Poisson regression
- Adaptive Lasso for sparse high-dimensional regression models
- Applied Linear Models with SAS
- ESTIMATION OF REGRESSION COEFFICIENTS IN AN EXPONENTIAL REGRESSION MODEL WITH CENSORED OBSERVATIONS
- LASSO and shrinkage estimation in Weibull censored regression models
- Least angle regression. (With discussion)
- Model Selection and Estimation in Regression with Grouped Variables
- Positive shrinkage, improved pretest and absolute penalty estimators in partially linear models
- Risk comparison of some shrinkage M-estimators in linear models
- SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS
- Smoothly clipped absolute deviation on high dimensions
- Sparsity and Smoothness Via the Fused Lasso
- The Adaptive Lasso and Its Oracle Properties
- Unified LASSO Estimation by Least Squares Approximation
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(22)- Penalised, post‐pretest, and post‐shrinkage strategies in nonlinear growth models
- On the James-Stein estimator for the poisson regression model
- LASSO and shrinkage estimation in Weibull censored regression models
- Shrinkage estimation of the exponentiated Weibull regression model for time‐to‐event data
- Model selection and parameter estimation of a multinomial logistic regression model
- Shrinkage estimation and selection for a logistic regression model
- Application of shrinkage estimation in linear regression models with autoregressive errors
- Improved penalty strategies in linear regression models
- Shrinkage, pretest, and penalty estimators in generalized linear models
- 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
- On reverse shrinkage effects and shrinkage overshoot
- A comparative study of four estimators for analyzing the random event rate of the poisson process
- Penalized and shrinkage estimation in the Cox proportional hazards model
- Model selection and post estimation based on a pretest for logistic regression models
- Response shrinkage estimators in binary regression
- Penalized and ridge-type shrinkage estimators in Poisson regression model
- A comparison of preliminary test, Stein-type and penalty estimators in gamma regression model
- Shrinkage estimation in lognormal regression model for censored data
- Shrinkage and Penalized Likelihood as Methods to Improve Predictive Accuracy
- Post selection estimation and prediction in Poisson regression model
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