Pages that link to "Item:Q2802803"
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The following pages link to Shrinkage and Penalty Estimators of a Poisson Regression Model (Q2802803):
Displaying 9 items.
- A comparison of preliminary test, Stein-type and penalty estimators in gamma regression model (Q5033458) (← links)
- On the James-Stein estimator for the poisson regression model (Q5042151) (← links)
- Model selection and parameter estimation of a multinomial logistic regression model (Q5219998) (← links)
- Model selection and post estimation based on a pretest for logistic regression models (Q5221548) (← links)
- Penalized and Shrinkage Estimation in the Cox Proportional Hazards Model (Q5419344) (← links)
- Shrinkage estimation of the exponentiated Weibull regression model for time‐to‐event data (Q6067706) (← links)
- Penalised, post‐pretest, and post‐shrinkage strategies in nonlinear growth models (Q6075172) (← links)
- Improved shrinkage estimators in the beta regression model with application in econometric and educational data (Q6201369) (← links)
- Poisson average maximum likelihood-centered penalized estimator: a new estimator to better address multicollinearity in Poisson regression (Q6490941) (← links)
