SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS

DOI10.1111/j.1467-842X.2007.00493.xzbMath1158.62029MaRDI QIDQ3614906

Shakhawat Hossain, Kjell A. Doksum, Jin-hong You, S. Ejaz Ahmed

Publication date: 17 March 2009

Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)

zbMATH Keywords

simulationkernel smoothingregression modelhard thresholdingasymptotic risksemiparametric least squaressmooth thresholding

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Monte Carlo methods (65C05) Estimation in survival analysis and censored data (62N02)

Related Items

A comparison of preliminary test, Stein-type and penalty estimators in gamma regression model, Constrained estimation and some useful results in several multivariate models, Penalty, post pretest and shrinkage strategies in a partially linear model, Seemingly Unrelated Ridge Regression in Semiparametric Models, Performance of the difference-based estimators in partially linear models, Asymptotically optimal shrinkage estimates for non-normal data, Robust restricted Liu estimator in censored semiparametric linear models, Double shrunken selection operator, Penalised, post‐pretest, and post‐shrinkage strategies in nonlinear growth models, Pretest and shrinkage estimation of the regression parameter vector of the marginal model with multinomial responses, Accounting for uncertainty in heteroscedasticity in nonlinear regression, Shrinkage estimation for identification of linear components in additive models, Robust ridge estimator in censored semiparametric linear models, Consistent inference for biased sub-model of high-dimensional partially linear model, Absolute penalty and shrinkage estimation in partially linear models, Simple regression in view of elliptical models, Shrinkage estimation for the mean of the inverse Gaussian population, Shrinkage estimation in lognormal regression model for censored data, On the Preliminary Test Backfitting and Speckman Estimators in Partially Linear Models and Numerical Comparisons, Ridge estimation in semiparametric linear measurement error models, L₁ penalty and shrinkage estimation in partially linear models with random coefficient autoregressive errors, Semiparametric Ridge Regression Approach in Partially Linear Models, Liu-type estimator in semiparametric regression models, Shrinkage and Penalty Estimators of a Poisson Regression Model, Nonparametric Shrinkage Estimation for Aalen's Additive Hazards Model, Shrinkage and penalized estimators in weighted least absolute deviations regression models, Shrinkage and LASSO strategies in high-dimensional heteroscedastic models, Model selection and parameter estimation of a multinomial logistic regression model, Estimation strategy of multilevel model for ordinal longitudinal data, Asymptotic theory of simultaneous estimation of Poisson means, Positive shrinkage, improved pretest and absolute penalty estimators in partially linear models, Shrinkage and penalized estimation in semi-parametric models with multicollinear data, Ridge-type pretest and shrinkage estimations in partially linear models, Shrinkage and pretest estimators for longitudinal data analysis under partially linear models, Stein-rule estimation under an extended balanced loss function, Optimal shrinkage estimations in partially linear single-index models for binary longitudinal data, A note on Stein-type shrinkage estimator in partial linear models

Uses Software

• R
• sm

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Parametric robustness: Small biases can be worthwhile
• Convergence rates for partially splined models
• Estimation of the autocorrelation coefficient in the presence of a regression trend
• Local linear estimation in partly linear models
• Bayesian model averaging: A tutorial. (with comments and a rejoinder).
• Minimax estimation via wavelet shrinkage
• Direct estimation of low-dimensional components in additive models.
• Consistent covariate selection and post model selection inference in semiparametric regression.
• The laws of the iterated logarithm of some estimates in partly linear models
• Efficient estimation in a semiparametric additive regression model with autoregressive errors
• The Admissibility of Hotelling's $T^2$-Test
• Root-N-Consistent Semiparametric Regression
• Atomic Decomposition by Basis Pursuit
• An Adaptive Estimator of the Autocorrelation Coefficient in Regression Models with Autoregressive Errors
• Adaptive parametric test in a semiparametric regression model
• ESTIMATION OF REGRESSION COEFFICIENTS IN AN EXPONENTIAL REGRESSION MODEL WITH CENSORED OBSERVATIONS
• The Focused Information Criterion
• Model Selection and Multimodel Inference
• Large sample theory of the estimation of the error distribution for a semiparametric model
• Improved statistical tests for differential gene expression by shrinking variance components estimates
• Non-Optimality of Preliminary-Test Estimators for the Mean of a Multivariate Normal Distribution
• Semiparametric Regression Analysis With Missing Response at Random
• Sieve Maximum Likelihood Estimator for Semiparametric Regression Models With Current Status Data
• Estimation in Partially Linear Models With Missing Covariates
• A Semiparametric Basis for Combining Estimation Problems Under Quadratic Loss
• On Biases in Estimation Due to the Use of Preliminary Tests of Significance