Pages that link to "Item:Q723454"
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The following pages link to Shrinkage estimation in linear mixed models for longitudinal data (Q723454):
Displaying 15 items.
- Estimation in linear mixed models for longitudinal data under linear restricted conditions (Q607207) (← links)
- Shrinkage, pretest, and penalty estimators in generalized linear models (Q1731260) (← links)
- A class of shrinkage priors for the dependence structure in longitudinal data (Q1888833) (← links)
- Model selection in linear mixed-effect models (Q2234730) (← links)
- Adaptive estimation strategies in gamma regression model (Q2301223) (← links)
- Improved mixed model for longitudinal data analysis using shrinkage method (Q2418465) (← links)
- Stein shrinkage estimates of parameters for mixed-effects coefficients linear models (Q2774196) (← links)
- Recursive linear mixed models:some results on shared parameter estimation (Q2780870) (← links)
- Shrinkage and pretest estimators for longitudinal data analysis under partially linear models (Q2832015) (← links)
- Small sample properties about estimates in linear mixed models under linear restrictions (Q2886001) (← links)
- Improved estimation in elliptical linear mixed measurement error models (Q5036887) (← 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)
- Improved shrinkage estimators in the beta regression model with application in econometric and educational data (Q6201369) (← links)
