Shrinkage and pretest estimators for longitudinal data analysis under partially linear models
From MaRDI portal
Publication:2832015
DOI10.1080/10485252.2016.1190358zbMath1407.62136OpenAlexW2468602310MaRDI QIDQ2832015
Grace Y. Yi, Shakhawat Hossain, 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
likelihood ratio testlongitudinal datapartially 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)
Related Items
Improved estimation in elliptical linear mixed measurement error models ⋮ The risk of tensor Stein-rules in elliptically contoured distributions ⋮ Improved estimation in tensor regression with multiple change-points ⋮ Pretest and shrinkage estimators in generalized partially linear models with application to real data ⋮ Shrinkage estimation in linear mixed models for longitudinal data ⋮ Non-penalty shrinkage estimation of random effect models for longitudinal data with AR(1) errors ⋮ Unnamed Item ⋮ Estimation strategy of multilevel model for ordinal longitudinal data ⋮ Optimal shrinkage estimations in partially linear single-index models for binary longitudinal data
Cites Work
- Longitudinal data analysis using generalized linear models
- Semiparametric marginal and association regression methods for clustered binary data
- Absolute penalty and shrinkage estimation in partially linear models
- Positive shrinkage, improved pretest and absolute penalty estimators in partially linear models
- Shrinkage estimation in nonlinear regression: The Box-Cox transformation
- Penalty, shrinkage and pretest strategies. Variable selection and estimation
- Efficient semiparametric estimation in generalized partially linear additive models for longitudinal/clustered data
- Variable selection in semiparametric regression modeling
- Analysis of correlated binary data under partially linear single-index logistic models
- Variable selection using MM algorithms
- Risk comparison of some shrinkage M-estimators in linear models
- Variable selection and inference procedures for marginal analysis of longitudinal data with missing observations and covariate measurement error
- SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS
- Semiparametric Regression for Clustered Data Using Generalized Estimating Equations
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Semiparametric Models for Longitudinal Data with Application to CD4 Cell Numbers in HIV Seroconverters
- RATES OF CONVERGENCE IN SEMI‐PARAMETRIC MODELLING OF LONGITUDINAL DATA
- L1 penalty and shrinkage estimation in partially linear models with random coefficient autoregressive errors
- Generalised partial linear single-index mixed models for repeated measures data
- An asymptotic theory for model selection inference in general semiparametric problems
- New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis
- Efficient Semiparametric Marginal Estimation for Longitudinal/Clustered Data
- Partial Linear Regression Models for Clustered Data
