Pages that link to "Item:Q2832015"

The following pages link to Shrinkage and pretest estimators for longitudinal data analysis under partially linear models (Q2832015):

Displaying 9 items.

• Shrinkage estimation in linear mixed models for longitudinal data (Q723454) (← links)
• Optimal shrinkage estimations in partially linear single-index models for binary longitudinal data (Q2074675) (← links)
• Improved estimation in tensor regression with multiple change-points (Q2169836) (← links)
• Estimation strategy of multilevel model for ordinal longitudinal data (Q2303482) (← links)
• (Q4583163) (← links)
• Non-penalty shrinkage estimation of random effect models for longitudinal data with AR(1) errors (Q4960759) (← links)
• Improved estimation in elliptical linear mixed measurement error models (Q5036887) (← links)
• The risk of tensor Stein-rules in elliptically contoured distributions (Q5072994) (← links)
• Pretest and shrinkage estimators in generalized partially linear models with application to real data (Q6180915) (← links)