Pages that link to "Item:Q4620187"

The following pages link to Post selection shrinkage estimation for high‐dimensional data analysis (Q4620187):

Displaying 14 items.

• Shrinkage estimation in linear mixed models for longitudinal data (Q723454) (← links)
• Shrinkage estimation of semi-parametric spatial autoregressive panel data model with fixed effects (Q2112273) (← links)
• High-dimensional causal mediation analysis based on partial linear structural equation models (Q2157518) (← links)
• A sufficient condition for the MSE dominance of the positive-part shrinkage estimator when each individual regression coefficient is estimated in a misspecified linear regression model (Q4960663) (← links)
• Robust gene–environment interaction analysis using penalized trimmed regression (Q4960775) (← links)
• Estimation of semiparametric regression model with right-censored high-dimensional data (Q5107372) (← links)
• A Bootstrap Lasso + Partial Ridge Method to Construct Confidence Intervals for Parameters in High-dimensional Sparse Linear Models (Q5134479) (← links)
• Weak signals in high‐dimensional regression: Detection, estimation and prediction (Q5213967) (← links)
• Likelihood adaptively modified penalties (Q5213972) (← links)
• Shrinkage Estimation Strategies in Generalised Ridge Regression Models: Low/High‐Dimension Regime (Q6064347) (← links)
• Penalised, post‐pretest, and post‐shrinkage strategies in nonlinear growth models (Q6075172) (← links)
• A weak‐signal‐assisted procedure for variable selection and statistical inference with an informative subsample (Q6076512) (← links)
• Pretest and shrinkage estimation of the regression parameter vector of the marginal model with multinomial responses (Q6120377) (← links)
• A two-stage bridge estimator for regression models with endogeneity based on control function method (Q6567450) (← links)