SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS
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Cites work
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- Improved statistical tests for differential gene expression by shrinking variance components estimates
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Cited in
(45)- Asymptotic theory of simultaneous estimation of Poisson means
- Positive shrinkage, improved pretest and absolute penalty estimators in partially linear models
- Ridge estimation in semiparametric linear measurement error models
- Optimal shrinkage estimations in partially linear single-index models for binary longitudinal data
- Estimation strategy of multilevel model for ordinal longitudinal data
- Ridge-type pretest and shrinkage estimations in partially linear models
- Constrained estimation and some useful results in several multivariate models
- Shrinkage and penalty estimators of a Poisson regression model
- Nonparametric shrinkage estimation for Aalen's additive hazards model
- Shrinkage and LASSO strategies in high-dimensional heteroscedastic models
- Shrinkage and pretest estimators for longitudinal data analysis under partially linear models
- A note on Stein-type shrinkage estimator in partial linear models
- Seemingly unrelated ridge regression in semiparametric 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
- Accounting for uncertainty in heteroscedasticity in nonlinear regression
- Shrinkage estimation for identification of linear components in additive models
- 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
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- On the Preliminary Test Backfitting and Speckman Estimators in Partially Linear Models and Numerical Comparisons
- Shrinkage and penalized estimators in weighted least absolute deviations regression models
- A comparison of preliminary test, Stein-type and penalty estimators in gamma regression model
- Penalty, post pretest and shrinkage strategies in a partially linear model
- Liu-type shrinkage estimations in linear models
- Robust restricted Liu estimator in censored semiparametric linear models
- Double shrunken selection operator
- Shrinkage estimation in lognormal regression model for censored data
- Model selection and parameter estimation of a multinomial logistic regression model
- Shrinkage and penalized estimation in semi-parametric models with multicollinear data
- Performance of the difference-based estimators in partially linear models
- Asymptotically optimal shrinkage estimates for non-normal data
- L1 penalty and shrinkage estimation in partially linear models with random coefficient autoregressive errors
- 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
- Robust ridge estimator in censored semiparametric linear models
- Pretest and shrinkage estimators in generalized partially linear models with application to real data
- Consistent inference for biased sub-model of high-dimensional partially linear model
- Estimation strategies for the regression coefficient parameter matrix in multivariate multiple regression
- Stein-rule M-estimation in sparse partially linear models
- Kernel ridge prediction method in partially linear mixed measurement error model
- Shrinkage estimation in linear mixed models for longitudinal data
- Improved LASSO estimator in semiparametric linear measurement error models
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