On the Preliminary Test Backfitting and Speckman Estimators in Partially Linear Models and Numerical Comparisons

DOI10.1080/03610918.2011.588356MaRDI QIDQ4906417zbMATH OpenOpenAlexFDO

Authors Jianwen Xu, Hu Yang

Publication date 11 February 2013

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2011.588356

zbMATH Keywords

simulationpartially linear modelpreliminary testSpeckman estimatorbackfitting estimator

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Point estimation (62F10) Nonparametric regression and quantile regression (62G08)

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Cites work

• scientific article; zbMATH DE number 3614055 (Why is no real title available?)
• Approximate Standard Errors in Semiparametric Models
• Asymptotic theory for partly linear models
• Constrained estimators of treatment parameters in semiparametric models
• Empirical likelihood for partial linear models
• Estimation and inference in partially linear models with smoothing splines
• Estimation in partially linear models and numerical comparisons
• Estimation in partially linear models.
• Local linear estimation in partly linear models
• On Biases in Estimation Due to the Use of Preliminary Tests of Significance
• Positive shrinkage, improved pretest and absolute penalty estimators in partially linear models
• Preliminary test ridge regression estimators with Student's \(t\) errors and conflicting test-statis\-tics
• Restricted Ridge Estimators of the Parameters in Semiparametric Regression Model
• Ridge estimation of a semiparametric regression model
• Robust estimators in semiparametric partly linear regression models.
• SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS
• Shrinkage Pre-Test Estimator of the Intercept Parameter for a Regression Model with Multivariate Student-t Errors
• Stein-type improvement under stochastic constraints: use of multivariate Student-t model in regression
• Theory of Preliminary Test and Stein‐Type Estimation With Applications

Cited in

(1)

• Pretest and shrinkage estimators in generalized partially linear models with application to real data

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