Absolute penalty and shrinkage estimation in partially linear models
DOI10.1016/J.CSDA.2011.09.021zbMATH Open1243.62058OpenAlexW1972278166MaRDI QIDQ433248FDOQ433248
Kjell A. Doksum, S. Ejaz Ahmed, S. M. Enayetur Raheem
Publication date: 13 July 2012
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2011.09.021
Recommendations
- Positive shrinkage, improved pretest and absolute penalty estimators in partially linear models
- SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS
- Shrinkage estimation of partially linear single-index models
- Ridge-type pretest and shrinkage estimations in partially linear models
- Shrinkage ridge regression in partial linear models
lassosemiparametric modeladaptive lassoMonte Carlo simulationJames-Stein estimatorB-spline approximationabsolute penalty estimation
Nonparametric regression and quantile regression (62G08) Monte Carlo methods (65C05) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)
Cites Work
- The Adaptive Lasso and Its Oracle Properties
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Stability Selection
- Title not available (Why is that?)
- A practical guide to splines.
- Title not available (Why is that?)
- Least angle and \(\ell _{1}\) penalized regression: a review
- A Semiparametric Basis for Combining Estimation Problems Under Quadratic Loss
- Consistent covariate selection and post model selection inference in semiparametric regression.
- Bivariate tensor-product \(B\)-splines in a partly linear model
- Polynomial spline estimation of partially linear single-index proportional hazards regression models
- Robust inference strategy in the presence of measurement error
- Asymptotic theory for partly linear models
- SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS
- Regression function estimation from dependent observations
- Asymptotic Expansion of the Coverage Probability of James–Stein Estimators
- Estimation in partially linear models and numerical comparisons
Cited In (15)
- Inconsistency transmission and variance reduction in two-stage quantile regression
- Stein-rule M-estimation in sparse partially linear models
- Asymptotic properties of wavelet estimators in partially linear errors-in-variables models with long-memory errors
- 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 for the mean of the inverse Gaussian population
- Nonparametric shrinkage estimation for Aalen's additive hazards model
- Shrinkage ridge estimators in semiparametric regression models
- Counterfactual distributions of wages via quantile regression with endogeneity
- Penalty, post pretest and shrinkage strategies in a partially linear model
- The risk of tensor Stein-rules in elliptically contoured distributions
- Shrinkage and pretest estimators for longitudinal data analysis under partially linear models
- Ridge-type pretest and shrinkage estimations in partially linear models
- SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS
Uses Software
This page was built for publication: Absolute penalty and shrinkage estimation in partially linear models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q433248)
