Pages that link to "Item:Q1017635"
From MaRDI portal
The following pages link to Positive shrinkage, improved pretest and absolute penalty estimators in partially linear models (Q1017635):
Displaying 15 items.
- Absolute penalty and shrinkage estimation in partially linear models (Q433248) (← links)
- Shrinkage estimation in linear mixed models for longitudinal data (Q723454) (← links)
- Optimal method in multiple regression with structural changes (Q888480) (← links)
- Shrinkage, pretest, and penalty estimators in generalized linear models (Q1731260) (← links)
- Ridge estimation in semiparametric linear measurement error models (Q1754430) (← links)
- Ridge-type pretest and shrinkage estimations in partially linear models (Q2306898) (← links)
- A class of Stein-rules in multivariate regression model with structural changes (Q2791830) (← links)
- Shrinkage and penalty estimators of a Poisson regression model (Q2802803) (← links)
- Shrinkage and LASSO strategies in high-dimensional heteroscedastic models (Q2816430) (← links)
- Shrinkage ridge regression in partial linear models (Q2830190) (← links)
- Shrinkage and pretest estimators for longitudinal data analysis under partially linear models (Q2832015) (← links)
- A note on Stein-type shrinkage estimator in partial linear models (Q3143498) (← links)
- SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS (Q3614906) (← links)
- On the Preliminary Test Backfitting and Speckman Estimators in Partially Linear Models and Numerical Comparisons (Q4906417) (← links)
- Penalized and Shrinkage Estimation in the Cox Proportional Hazards Model (Q5419344) (← links)
