Penalty, post pretest and shrinkage strategies in a partially linear model

DOI10.1080/03610918.2020.1788589MaRDI QIDQ5042183zbMATH OpenOpenAlexFDO

Authors Siwaporn Phukongtong, Supranee Lisawadi, S. Ejaz Ahmed

Publication date 18 October 2022

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

Full work available at URL https://doi.org/10.1080/03610918.2020.1788589

zbMATH Keywords

partially linear modelpenalty estimatorpretest estimatorshrinkage estimatorsmoothing splines

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• Absolute penalty and shrinkage estimation in partially linear models
• An application of shrinkage estimation to the nonlinear regression model
• Data-driven efficient estimators for a partially linear model
• Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
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• Knot selection for least-squares and penalized splines
• Model selection and post estimation based on a pretest for logistic regression models
• Penalty, shrinkage and pretest strategies. Variable selection and estimation
• Regularization and Variable Selection Via the Elastic Net
• SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS
• The Adaptive Lasso and Its Oracle Properties

Cited in

(2)

• An analytical shrinkage estimator for linear regression
• Penalized best linear prediction of true test scores

Describes a project that uses

Uses Software

• R

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