Penalized and ridge-type shrinkage estimators in Poisson regression model
DOI10.1080/03610918.2020.1730402zbMATH Open1497.62183OpenAlexW3009992683MaRDI QIDQ5867447FDOQ5867447
Authors: Mehri Noori Asl, H. Bevrani, Reza Arabi Belaghi
Publication date: 14 September 2022
Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2020.1730402
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Ridge regression; shrinkage estimators (Lasso) (62J07) Parametric inference under constraints (62F30)
Cites Work
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- Performance of Some New Ridge Regression Estimators
- A simulation study of ridge and other regression estimators
- Improved ridge regression estimators for the logistic regression model
- On ordinary ridge regression in generalized linear models
- Ridge-type shrinkage estimators in generalized linear models with an application to prostate cancer data
Cited In (12)
- On the James-Stein estimator for the poisson regression model
- Post selection estimation and prediction in Poisson regression model
- Generalized two-parameter estimators in the multinomial logit regression model: methods, simulation and application
- Some ridge regression estimators for the zero-inflated Poisson model
- Shrinkage and penalty estimators of a Poisson regression model
- Jackknifed Liu-type estimator in Poisson regression model
- A new modified jackknifed estimator for the Poisson regression model
- A new Poisson Liu regression estimator: method and application
- Poisson average maximum likelihood-centered penalized estimator: a new estimator to better address multicollinearity in Poisson regression
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- Performance comparison of penalized regression methods in Poisson regression under high-dimensional sparse data with multicollinearity
- Robust enhanced ridge-type estimation for the Poisson regression models: application to English League Football data
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