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

DOI10.1002/CJS.11732MaRDI QIDQ6180915zbMATH OpenFDO

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)

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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