L1 penalty and shrinkage estimation in partially linear models with random coefficient autoregressive errors
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Publication:5414504
DOI10.1002/asmb.933OpenAlexW2007876140MaRDI QIDQ5414504
Kjell A. Doksum, Saber Fallahpour, S. Ejaz Ahmed
Publication date: 6 May 2014
Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/asmb.933
lassopartially linear modelautoregressive errorasymptotic bias and riskpenalty and shrinkage estimator
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Uses Software
Cites Work
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