Optimal shrinkage estimations in partially linear single-index models for binary longitudinal data

DOI10.1007/s11749-021-00753-3zbMath1478.62093OpenAlexW3124373831MaRDI QIDQ2074675

Le An Lac, Shakhawat Hossain

Publication date: 10 February 2022

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-021-00753-3

zbMATH Keywords

Monte Carlo simulationgeneralized estimating equationspartially linear single-index modelsasymptotic distributional bias and riskpretest and shrinkage estimators

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

Related Items (1)

Pretest and shrinkage estimators in generalized partially linear models with application to real data

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