Shrinkage estimation in lognormal regression model for censored data

DOI10.1080/02664763.2016.1168365OpenAlexW2344364302MaRDI QIDQ5138524FDOQ5138524

Authors: Shakhawat Hossain, Hatem A. Howlader 

Publication date: 4 December 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2016.1168365

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zbMATH Keywords

shrinkage estimatorslikelihood ratio testMonte Carlo simulationadaptive Lassoasymptotic distributional bias and risklognormal regression

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Variable selection in generalized linear models.
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• Variable selection for Cox's proportional hazards model and frailty model
• Survival analysis. Techniques for censored and truncated data.
• Shrinkage estimation in general linear models
• Adaptive Lasso for Cox's proportional hazards model
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• Regularized Estimation in the Accelerated Failure Time Model with High-Dimensional Covariates
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• Theory of Preliminary Test and Stein‐Type Estimation With Applications
• Improved estimation in lognormal regression models
• SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS
• LASSO and shrinkage estimation in Weibull censored regression models
• Linear Estimation of a Regression Relationship from Censored Data: Part II Best Linear Unbiased Estimation and Theory
• Adaptive lasso variable selection for the accelerated failure models
• Modified method on the means for several log-normal distributions

Cited In (14)

• Estimation and comparison of lognormal parameters in the presence of censored data
• Shrinkage and penalized estimators in weighted least absolute deviations regression models
• Preliminary test and Stein-type shrinkage Lasso-based estimators
• Model selection and parameter estimation of a multinomial logistic regression model
• Shrinkage estimation in the zero-inflated Poisson regression model with right-censored data
• Application of Shrinkage Techniques in Logistic Regression Analysis: A Case Study
• LASSO and shrinkage estimation in Weibull censored regression models
• Shrinkage estimation and selection for a logistic regression model
• Penalized and shrinkage estimation in the Cox proportional hazards model
• Shrinkage estimation of the exponentiated Weibull regression model for time‐to‐event data
• Generalized log-logistic proportional hazard model: a non-penalty shrinkage approach
• An efficient estimation approach to joint modeling of longitudinal and survival data
• Pretest and shrinkage estimation strategies in accelerated failure time model
• Distribution approximation of shrinkage estimate in censored regression model via randomly weighting method

Uses Software

• bootstrap

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