Shrinkage and pretest estimators for longitudinal data analysis under partially linear models
DOI10.1080/10485252.2016.1190358zbMATH Open1407.62136OpenAlexW2468602310MaRDI QIDQ2832015FDOQ2832015
Authors: Shakhawat Hossain, Grace Y. Yi, Baojiang Chen, S. Ejaz Ahmed 
Publication date: 4 November 2016
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485252.2016.1190358
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- SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS
longitudinal datalikelihood ratio testpartially linear modelpretest and shrinkage estimatorsasymptotic bias and risk
Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)
Cites Work
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Analysis of correlated binary data under partially linear single-index logistic models
- Longitudinal data analysis using generalized linear models
- Variable selection using MM algorithms
- New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis
- Variable selection in semiparametric regression modeling
- Semiparametric Regression for Clustered Data Using Generalized Estimating Equations
- Semiparametric Models for Longitudinal Data with Application to CD4 Cell Numbers in HIV Seroconverters
- Efficient Semiparametric Marginal Estimation for Longitudinal/Clustered Data
- Semiparametric marginal and association regression methods for clustered binary data
- An asymptotic theory for model selection inference in general semiparametric problems
- Penalty, shrinkage and pretest strategies. Variable selection and estimation
- Efficient semiparametric estimation in generalized partially linear additive models for longitudinal/clustered data
- RATES OF CONVERGENCE IN SEMI‐PARAMETRIC MODELLING OF LONGITUDINAL DATA
- SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS
- Absolute penalty and shrinkage estimation in partially linear models
- Risk comparison of some shrinkage M-estimators in linear models
- Generalised partial linear single-index mixed models for repeated measures data
- Partial Linear Regression Models for Clustered Data
- Positive shrinkage, improved pretest and absolute penalty estimators in partially linear models
- Shrinkage estimation in nonlinear regression: The Box-Cox transformation
- Variable selection and inference procedures for marginal analysis of longitudinal data with missing observations and covariate measurement error
- L1 penalty and shrinkage estimation in partially linear models with random coefficient autoregressive errors
Cited In (15)
- Non-penalty shrinkage estimation of random effect models for longitudinal data with AR(1) errors
- Preliminary test and Stein-type shrinkage Lasso-based estimators
- Optimal shrinkage estimations in partially linear single-index models for binary longitudinal data
- Shrinkage estimation in linear mixed models for longitudinal data
- Positive shrinkage, improved pretest and absolute penalty estimators in partially linear models
- Efficient estimation for time series following generalized linear models
- Improved estimation in elliptical linear mixed measurement error models
- Pretest and shrinkage estimators in generalized partially linear models with application to real data
- Improved estimation in tensor regression with multiple change-points
- The risk of tensor Stein-rules in elliptically contoured distributions
- A class of shrinkage priors for the dependence structure in longitudinal data
- Ridge-type pretest and shrinkage estimations in partially linear models
- Estimation strategy of multilevel model for ordinal longitudinal data
- SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS
- Improved mixed model for longitudinal data analysis using shrinkage method
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