Absolute penalty and shrinkage estimation in partially linear models
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Cites work
- scientific article; zbMATH DE number 1533566 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A Semiparametric Basis for Combining Estimation Problems Under Quadratic Loss
- A practical guide to splines.
- Asymptotic Expansion of the Coverage Probability of James–Stein Estimators
- Asymptotic theory for partly linear models
- Bivariate tensor-product \(B\)-splines in a partly linear model
- Consistent covariate selection and post model selection inference in semiparametric regression.
- Estimation in partially linear models and numerical comparisons
- Least angle and \(\ell _{1}\) penalized regression: a review
- Polynomial spline estimation of partially linear single-index proportional hazards regression models
- Regression function estimation from dependent observations
- Robust inference strategy in the presence of measurement error
- SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS
- Stability Selection
- The Adaptive Lasso and Its Oracle Properties
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(17)- Shrinkage estimation for the mean of the inverse Gaussian population
- Counterfactual distributions of wages via quantile regression with endogeneity
- Pretest and shrinkage estimators in generalized partially linear models with application to real data
- Efficient adaptive estimation strategies in high-dimensional partially linear regression models
- Inconsistency transmission and variance reduction in two-stage quantile regression
- Nonparametric shrinkage estimation for Aalen's additive hazards model
- Shrinkage and LASSO strategies in high-dimensional heteroscedastic models
- SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS
- Shrinkage and pretest estimators for longitudinal data analysis under partially linear models
- Stein-rule M-estimation in sparse partially linear models
- Penalty, post pretest and shrinkage strategies in a partially linear model
- Positive shrinkage, improved pretest and absolute penalty estimators in partially linear models
- Shrinkage and penalized estimation in semi-parametric models with multicollinear data
- The risk of tensor Stein-rules in elliptically contoured distributions
- Shrinkage ridge estimators in semiparametric regression models
- Ridge-type pretest and shrinkage estimations in partially linear models
- Asymptotic properties of wavelet estimators in partially linear errors-in-variables models with long-memory errors
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