SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS
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Publication:3614906
DOI10.1111/j.1467-842X.2007.00493.xzbMath1158.62029MaRDI QIDQ3614906
Kjell A. Doksum, Jin-hong You, S. Ejaz Ahmed, Shakhawat Hossain
Publication date: 17 March 2009
Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)
simulation; kernel smoothing; regression model; hard thresholding; asymptotic risk; semiparametric least squares; smooth thresholding
62G08: Nonparametric regression and quantile regression
62H12: Estimation in multivariate analysis
62G20: Asymptotic properties of nonparametric inference
65C05: Monte Carlo methods
62N02: Estimation in survival analysis and censored data
Related Items
Consistent inference for biased sub-model of high-dimensional partially linear model, Asymptotic theory of simultaneous estimation of Poisson means, Positive shrinkage, improved pretest and absolute penalty estimators in partially linear models, Stein-rule estimation under an extended balanced loss function, Semiparametric Ridge Regression Approach in Partially Linear Models, Liu-type estimator in semiparametric regression models
Uses Software
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