Shrinkage and penalized estimation in semi-parametric models with multicollinear data

DOI10.1080/00949655.2016.1171868MaRDI QIDQ5221551zbMATH OpenOpenAlexFDO

Authors B. Yüzbaşı, S. Ejaz Ahmed

Publication date 1 April 2020

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2016.1171868

zbMATH Keywords

asymptotic and simulationkernel smoothingpenalty estimationpretest estimationridge regressionshrinkage estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites work

• Absolute penalty and shrinkage estimation in partially linear models
• Adaptive parametric test in a semiparametric regression model
• Asymptotic theory for partly linear models
• Asymptotics for Lasso-type estimators.
• Estimation in partially linear models and numerical comparisons
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• Penalty, shrinkage and pretest strategies. Variable selection and estimation
• Ridge regression methodology in partial linear models with correlated errors
• Ridge Regression: Applications to Nonorthogonal Problems
• SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS
• The laws of the iterated logarithm of some estimates in partly linear models

Cited in

(7)

• Ridge-type pretest and shrinkage estimations in partially linear models
• Improved mixed model for longitudinal data analysis using shrinkage method
• Liu-type shrinkage estimations in linear models
• Double shrunken selection operator
• Shrinkage Estimation Strategies in Generalised Ridge Regression Models: Low/High‐Dimension Regime
• Stein-type shrinkage estimators in gamma regression model with application to prostate cancer data
• Shrinkage and pretest Liu estimators in semiparametric linear measurement error models

Describes a project that uses

Uses Software

• R

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