A note on improving quadratic inference functions using a linear shrinkage approach
DOI10.1016/J.SPL.2010.12.010zbMATH Open1207.62147OpenAlexW1967913058MaRDI QIDQ631550FDOQ631550
Authors: Peisong Han, Peter X.-K. Song 
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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Nonparametric estimation (62G05) Applications of statistics to biology and medical sciences; meta analysis (62P10) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)
Cites Work
- Large Sample Properties of Generalized Method of Moments Estimators
- Longitudinal data analysis using generalized linear models
- A well-conditioned estimator for large-dimensional covariance matrices
- Correlated data analysis: modeling, analytics, and applications
- Title not available (Why is that?)
- Improving generalised estimating equations using quadratic inference functions
- Assessing robustness of generalised estimating equations and quadratic inference functions
- Title not available (Why is that?)
- A Random Matrix-Theoretic Approach to Handling Singular Covariance Estimates
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- Real-Time Regression Analysis of Streaming Clustered Data With Possible Abnormal Data Batches
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- A study of quadratic inference functions with alternative weighting matrices
- Moderate-Dimensional Inferences on Quadratic Functionals in Ordinary Least Squares
- A comparison of utilized and theoretical covariance weighting matrices on the estimation performance of quadratic inference functions
- Improving generalised estimating equations using quadratic inference functions
- A distributed and integrated method of moments for high-dimensional correlated data analysis
- The effect of the working correlation on fitting models to longitudinal data
- On invertibility of the \textbf{C}-matrix in quadratic inference functions
- Bias analysis of generalized estimating equations under measurement error and practical bias correction
- A bias-corrected covariance estimator for improved inference when using an unstructured correlation with quadratic inference functions
- Criterion for the simultaneous selection of a working correlation structure and either generalized estimating equations or the quadratic inference function approach
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