Application of shrinkage estimation in linear regression models with autoregressive errors

DOI10.1080/00949655.2014.971326OpenAlexW1991840952MaRDI QIDQ5222289FDOQ5222289

Authors:

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/10.1080/00949655.2014.971326

Recommendations

• Shrinkage estimation and variable selection in multiple regression models with random coefficient autoregressive errors
• scientific article; zbMATH DE number 224172
• Shrinkage estimation for linear regression with ARMA errors
• Shrinkage and penalty estimators of a Poisson regression model
• Shrinkage estimation in spatial autoregressive model

zbMATH Keywords

shrinkage estimatorslikelihood ratio testMonte Carlo simulationadaptive Lassoautoregressive errorsasymptotic distributional bias and risk

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Variable selection in generalized linear models.
• Title not available (Why is that?)
• The Adaptive Lasso and Its Oracle Properties
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Title not available (Why is that?)
• Regression Shrinkage and Selection via The Lasso: A Retrospective
• Sparsity and Smoothness Via the Fused Lasso
• Model Selection and Estimation in Regression with Grouped Variables
• A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
• Time series analysis. Forecasting and control
• Adaptive Lasso for sparse high-dimensional regression models
• Regression coefficient and autoregressive order shrinkage and selection via the lasso
• A note on the Lasso and related procedures in model selection
• Smoothly clipped absolute deviation on high dimensions
• Title not available (Why is that?)
• A Semiparametric Basis for Combining Estimation Problems Under Quadratic Loss
• Improved estimation in multiple linear regression models with measurement error and general constraint
• Penalized regression models with autoregressive error terms
• Theory of Preliminary Test and Stein‐Type Estimation With Applications
• Comparison of the Stein and the usual estimators for the regression error variance under the Pitman nearness criterion when variables are omitted
• Title not available (Why is that?)
• LASSO and shrinkage estimation in Weibull censored regression models
• The loss rank criterion for variable selection in linear regression analysis
• L₁ penalty and shrinkage estimation in partially linear models with random coefficient autoregressive errors

Cited In (12)

• Non-penalty shrinkage estimation of random effect models for longitudinal data with AR(1) errors
• Shrinkage and penalized estimators in weighted least absolute deviations regression models
• Shrinkage estimation for linear regression with ARMA errors
• An analytical shrinkage estimator for linear regression
• Shrinkage estimation and variable selection in multiple regression models with random coefficient autoregressive errors
• Shrinkage estimation in system regression model
• Penalized regression models with autoregressive error terms
• Shrinkage estimation in linear mixed models for longitudinal data
• Efficient estimation method for generalized ARFIMA models
• Bayesian bridge-randomized penalized quantile regression estimation for linear regression model with AP(q) perturbation
• Optimal regression parameter-specific shrinkage by plug-in estimation
• Shrinkage estimation in spatial autoregressive model

Uses Software

• R
• astsa

This page was built for publication: Application of shrinkage estimation in linear regression models with autoregressive errors

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5222289)