A note on improving quadratic inference functions using a linear shrinkage approach
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Publication:631550
DOI10.1016/j.spl.2010.12.010zbMath1207.62147OpenAlexW1967913058MaRDI QIDQ631550
Publication date: 14 March 2011
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2010.12.010
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Cites Work
- Large Sample Properties of Generalized Method of Moments Estimators
- Longitudinal data analysis using generalized linear models
- Improving generalised estimating equations using quadratic inference functions
- A well-conditioned estimator for large-dimensional covariance matrices
- Correlated data analysis: modeling, analytics, and applications
- Assessing robustness of generalised estimating equations and quadratic inference functions
- A Random Matrix-Theoretic Approach to Handling Singular Covariance Estimates
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