Penalty, post pretest and shrinkage strategies in a partially linear model

DOI10.1080/03610918.2020.1788589OpenAlexW3041993154MaRDI QIDQ5042183

Siwaporn Phukongtong, Supranee Lisawadi, S. Ejaz Ahmed

Publication date: 18 October 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2020.1788589

zbMATH Keywords

smoothing splinesshrinkage estimatorpartially linear modelpretest estimatorpenalty estimator

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

An analytical shrinkage estimator for linear regression

Uses Software

• R

Cites Work

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• The Adaptive Lasso and Its Oracle Properties
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• An application of shrinkage estimation to the nonlinear regression model
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• Knot selection for least-squares and penalized splines
• SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS
• Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
• Model selection and post estimation based on a pretest for logistic regression models
• Regularization and Variable Selection Via the Elastic Net

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