Shrinkage and pretest estimators for longitudinal data analysis under partially linear models
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Publication:2832015
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Cites work
- L1 penalty and shrinkage estimation in partially linear models with random coefficient autoregressive errors
- Absolute penalty and shrinkage estimation in partially linear models
- An asymptotic theory for model selection inference in general semiparametric problems
- Analysis of correlated binary data under partially linear single-index logistic models
- Efficient Semiparametric Marginal Estimation for Longitudinal/Clustered Data
- Efficient semiparametric estimation in generalized partially linear additive models for longitudinal/clustered data
- Generalised partial linear single-index mixed models for repeated measures data
- Longitudinal data analysis using generalized linear models
- New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis
- Partial Linear Regression Models for Clustered Data
- Penalty, shrinkage and pretest strategies. Variable selection and estimation
- Positive shrinkage, improved pretest and absolute penalty estimators in partially linear models
- RATES OF CONVERGENCE IN SEMI‐PARAMETRIC MODELLING OF LONGITUDINAL DATA
- Risk comparison of some shrinkage M-estimators in linear models
- SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS
- Semiparametric Models for Longitudinal Data with Application to CD4 Cell Numbers in HIV Seroconverters
- Semiparametric Regression for Clustered Data Using Generalized Estimating Equations
- Semiparametric marginal and association regression methods for clustered binary data
- Shrinkage estimation in nonlinear regression: The Box-Cox transformation
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection and inference procedures for marginal analysis of longitudinal data with missing observations and covariate measurement error
- Variable selection in semiparametric regression modeling
- Variable selection using MM algorithms
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
- A class of shrinkage priors for the dependence structure in longitudinal data
- The risk of tensor Stein-rules in elliptically contoured distributions
- Ridge-type pretest and shrinkage estimations in partially linear models
- Estimation strategy of multilevel model for ordinal longitudinal data
- Improved mixed model for longitudinal data analysis using shrinkage method
- SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS
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