Pages that link to "Item:Q433248"
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The following pages link to Absolute penalty and shrinkage estimation in partially linear models (Q433248):
Displaying 13 items.
- Shrinkage estimation for the mean of the inverse Gaussian population (Q464392) (← links)
- Asymptotic properties of wavelet estimators in partially linear errors-in-variables models with long-memory errors (Q1709424) (← links)
- Counterfactual distributions of wages via quantile regression with endogeneity (Q1927105) (← links)
- Shrinkage ridge estimators in semiparametric regression models (Q2018596) (← links)
- Ridge-type pretest and shrinkage estimations in partially linear models (Q2306898) (← links)
- Nonparametric Shrinkage Estimation for Aalen's Additive Hazards Model (Q2802858) (← links)
- Shrinkage and LASSO strategies in high-dimensional heteroscedastic models (Q2816430) (← links)
- Shrinkage and pretest estimators for longitudinal data analysis under partially linear models (Q2832015) (← links)
- Penalty, post pretest and shrinkage strategies in a partially linear model (Q5042183) (← links)
- The risk of tensor Stein-rules in elliptically contoured distributions (Q5072994) (← links)
- Inconsistency transmission and variance reduction in two-stage quantile regression (Q5088023) (← links)
- Shrinkage and penalized estimation in semi-parametric models with multicollinear data (Q5221551) (← links)
- Pretest and shrinkage estimators in generalized partially linear models with application to real data (Q6180915) (← links)
