SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS

DOI10.1111/J.1467-842X.2007.00493.XzbMATH Open1158.62029MaRDI QIDQ3614906FDOQ3614906

Authors: Kjell A. Doksum, Shakhawat Hossain, Jinhong You, S. Ejaz Ahmed 

Publication date: 17 March 2009

Published in: Australian <html_ent glyph="@amp;" ascii="&amp;"/> New Zealand Journal of Statistics (Search for Journal in Brave)

Recommendations

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zbMATH Keywords

regression modelsimulationkernel smoothinghard thresholdingasymptotic risksemiparametric least squaressmooth thresholding

Mathematics Subject Classification ID

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

Cites Work

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• Atomic Decomposition by Basis Pursuit
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• Root-N-Consistent Semiparametric Regression
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• An Adaptive Estimator of the Autocorrelation Coefficient in Regression Models with Autoregressive Errors
• Non-Optimality of Preliminary-Test Estimators for the Mean of a Multivariate Normal Distribution
• On Biases in Estimation Due to the Use of Preliminary Tests of Significance
• Improved statistical tests for differential gene expression by shrinking variance components estimates
• ESTIMATION OF REGRESSION COEFFICIENTS IN AN EXPONENTIAL REGRESSION MODEL WITH CENSORED OBSERVATIONS
• The laws of the iterated logarithm of some estimates in partly linear models
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• The Admissibility of Hotelling's $T^2$-Test
• Estimation of the autocorrelation coefficient in the presence of a regression trend
• Adaptive parametric test in a semiparametric regression model
• Large sample theory of the estimation of the error distribution for a semiparametric model

Cited In (43)

• Robust restricted Liu estimator in censored semiparametric linear models
• Constrained estimation and some useful results in several multivariate models
• Simple regression in view of elliptical models
• Shrinkage and penalized estimators in weighted least absolute deviations regression models
• Liu-type estimator in semiparametric regression models
• Ridge estimation in semiparametric linear measurement error models
• Model selection and parameter estimation of a multinomial logistic regression model
• Estimation strategies for the regression coefficient parameter matrix in multivariate multiple regression
• Stein-rule M-estimation in sparse partially linear models
• Stein-rule estimation under an extended balanced loss function
• Shrinkage estimation for identification of linear components in additive models
• Accounting for uncertainty in heteroscedasticity in nonlinear regression
• Performance of the difference-based estimators in partially linear models
• A note on Stein-type shrinkage estimator in partial linear models
• Absolute penalty and shrinkage estimation in partially linear models
• Asymptotically optimal shrinkage estimates for non-normal data
• Optimal shrinkage estimations in partially linear single-index models for binary longitudinal data
• Shrinkage estimation in linear mixed models for longitudinal data
• Double shrunken selection operator
• Positive shrinkage, improved pretest and absolute penalty estimators in partially linear models
• Shrinkage and penalized estimation in semi-parametric models with multicollinear data
• Pretest and shrinkage estimators in generalized partially linear models with application to real data
• Shrinkage and LASSO strategies in high-dimensional heteroscedastic models
• Shrinkage estimation in lognormal regression model for censored data
• Shrinkage estimation for the mean of the inverse Gaussian population
• Nonparametric shrinkage estimation for Aalen's additive hazards model
• Shrinkage and penalty estimators of a Poisson regression model
• Penalised, post‐pretest, and post‐shrinkage strategies in nonlinear growth models
• Robust ridge estimator in censored semiparametric linear models
• A comparison of preliminary test, Stein-type and penalty estimators in gamma regression model
• Consistent inference for biased sub-model of high-dimensional partially linear model
• Penalty, post pretest and shrinkage strategies in a partially linear model
• Semiparametric Ridge Regression Approach in Partially Linear Models
• On the Preliminary Test Backfitting and Speckman Estimators in Partially Linear Models and Numerical Comparisons
• Shrinkage and pretest estimators for longitudinal data analysis under partially linear models
• Ridge-type pretest and shrinkage estimations in partially linear models
• Seemingly unrelated ridge regression in semiparametric models
• Estimation strategy of multilevel model for ordinal longitudinal data
• Liu-type shrinkage estimations in linear models
• Title not available (Why is that?)
• Pretest and shrinkage estimation of the regression parameter vector of the marginal model with multinomial responses
• Asymptotic theory of simultaneous estimation of Poisson means
• L₁ penalty and shrinkage estimation in partially linear models with random coefficient autoregressive errors

Uses Software

• R
• sm

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