Pages that link to "Item:Q1731260"

The following pages link to Shrinkage, pretest, and penalty estimators in generalized linear models (Q1731260):

Displaying 18 items.

• Extension of some important identities in shrinkage-pretest strategies (Q379960) (← links)
• Shrinkage estimation in linear mixed models for longitudinal data (Q723454) (← links)
• Comparing six shrinkage estimators with large sample theory and asymptotically optimal prediction intervals (Q2062391) (← links)
• Ridge-type shrinkage estimators in generalized linear models with an application to prostate cancer data (Q2066537) (← links)
• Adaptive estimation strategies in gamma regression model (Q2301223) (← links)
• Estimation strategy of multilevel model for ordinal longitudinal data (Q2303482) (← links)
• Positive-shrinkage and pretest estimation in multiple regression: a Monte Carlo study with applications (Q2903214) (← links)
• (Q4583163) (← links)
• (Q4697316) (← links)
• Shrinkage and penalized estimators in weighted least absolute deviations regression models (Q4960627) (← links)
• Non-penalty shrinkage estimation of random effect models for longitudinal data with AR(1) errors (Q4960759) (← links)
• A comparison of preliminary test, Stein-type and penalty estimators in gamma regression model (Q5033458) (← links)
• Improved shrinkage estimators in zero-inflated negative binomial regression model (Q5073788) (← links)
• Efficient estimation for time series following generalized linear models (Q5361200) (← links)
• Using shrinkage strategies to estimate fixed effects in zero-inflated negative binomial mixed model (Q6073577) (← links)
• Penalised, post‐pretest, and post‐shrinkage strategies in nonlinear growth models (Q6075172) (← links)
• Pretest and shrinkage estimators in generalized partially linear models with application to real data (Q6180915) (← links)
• Stein-type shrinkage estimators in gamma regression model with application to prostate cancer data (Q6628692) (← links)