Pages that link to "Item:Q2832015"
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The following pages link to Shrinkage and pretest estimators for longitudinal data analysis under partially linear models (Q2832015):
Displaying 15 items.
- Shrinkage estimation in linear mixed models for longitudinal data (Q723454) (← links)
- Positive shrinkage, improved pretest and absolute penalty estimators in partially linear models (Q1017635) (← links)
- A class of shrinkage priors for the dependence structure in longitudinal data (Q1888833) (← links)
- Optimal shrinkage estimations in partially linear single-index models for binary longitudinal data (Q2074675) (← links)
- Improved estimation in tensor regression with multiple change-points (Q2169836) (← links)
- Estimation strategy of multilevel model for ordinal longitudinal data (Q2303482) (← links)
- Ridge-type pretest and shrinkage estimations in partially linear models (Q2306898) (← links)
- Improved mixed model for longitudinal data analysis using shrinkage method (Q2418465) (← links)
- SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS (Q3614906) (← links)
- (Q4583163) (← links)
- Non-penalty shrinkage estimation of random effect models for longitudinal data with AR(1) errors (Q4960759) (← links)
- Improved estimation in elliptical linear mixed measurement error models (Q5036887) (← links)
- The risk of tensor Stein-rules in elliptically contoured distributions (Q5072994) (← links)
- Efficient estimation for time series following generalized linear models (Q5361200) (← links)
- Pretest and shrinkage estimators in generalized partially linear models with application to real data (Q6180915) (← links)
