Pretest and shrinkage estimators in generalized partially linear models with application to real data

DOI10.1002/CJS.11732MaRDI QIDQ6180915FDOQ6180915

Authors: Shakhawat Hossain, Saumen Mandal, Le An Lac 

Publication date: 22 January 2024

Published in: The Canadian Journal of Statistics (Search for Journal in Brave)

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zbMATH Keywords

variable selectionmaximum likelihood estimationpretest estimatorsemiparametricscredit scoringshrinkage estimatorbackfitting algorithmSpeckman estimatorasymptotic biases and risks

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Generalized linear models (logistic models) (62J12)

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