Linear Shrinkage and Shrinkage Pretest Strategies in Partially ...

We proposed linear shrinkage and shrinkage pretest estimation strategies. The asymptotic distributional risk of the proposed estimators was examined. We also ...

Linear Shrinkage and Shrinkage Pretest Strategies in Partially Linear Models ... In this paper, we improved the efficiency of parameter estimation in partially ...

(PDF) Linear Shrinkage and Shrinkage Pretest Strategies in Partially ...

We proposed linear shrinkage and shrinkage pretest estimation strategies. The asymptotic distributional risk of the proposed estimators was examined. We also ...

Linear Shrinkage and Shrinkage Pretest Strategies in Partially ...

We proposed linear shrinkage and shrinkage pretest estimation strategies. The asymptotic distributional risk of the proposed estimators was ...

Pretest and shrinkage estimators in generalized partially linear ...

We show that if the shrinkage dimension exceeds two, the asymptotic risks of the shrinkage estimators are strictly less than those of the full ...

"Absolute penalty and shrinkage estimation strategies in linear and ...

In this dissertation we propose shrinkage estimators and absolute penalty estimators (APEs) in linear models, partially linear models (PLM) and ...

Shrinkage, pretest and absolute penalty estimators in partially linear ...

They showed analytically and numerically that the proposed estimation strategies outperformed the classical estimation strategies in terms of the asymptotical ...

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

We proposed pretest and shrinkage estimation strategies using the profile likelihood estimator as the benchmark. We examined the asymptotic distributional bias ...

Pretest and Stein-type Shrinkage Estimators in Linear and ... - MSpace

In this thesis, we consider two estimation problems of the regression parame- ters in generalized partial linear regression model and multiple linear regres-.

Shrinkage estimation for identification of linear components in ...

However, use of partially linear additive models in practice poses serious difficulties. The reason is that it is in general not clear which covariates should ...

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

We proposed pretest and shrinkage estimation strategies using the profile likelihood estimator as the benchmark.

Estimation Strategies in Partially Linear Models

We also consider a penalty-type estimator for partially linear models and give a Monte. Carlo simulation comparison of shrinkage, pretest, and penalty-type ...

Absolute Penalty and Shrinkage Estimation Strategies in Linear and ...

... Shrinkage Estimation Strategies in Linear and Partially Linear Models" (2012). ... Absolute Penalty, Shrinkage and Shrinkage Pretest Strategies:.

EFFICIENT ESTIMATION STRATEGIES FOR A PARTIALLY LINEAR ...

rameter estimation based on shrinkage and pretest strategies to a multivariate partially linear model. In this dissertation, we will extend the literature ...

Absolute penalty and shrinkage estimation in partially linear models

(2007a) considered a profile least squares approach based on using kernel estimates of g ( ⋅ ) to construct absolute penalty, shrinkage, and pretest estimators ...

SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS ...

SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS. ... The comparison shows that the shrinkage method performs better than the ...

Penalty and Shrinkage Strategies Based on Local Polynomials for ...

Regarding the partially linear models with penalty functions, in the case of the noncensored data, [13] studied the estimation of the semiparametric model based ...

Absolute penalty and shrinkage estimation strategies in linear and ...

Fallahpour, Saber, "Absolute penalty and shrinkage estimation strategies in linear and partially linear models with correlated errors" (2013). Electronic ...

Shrinkage, pretest and LASSO estimators in parametric and ... - CORE

1.4 Shrinkage, Pretest and Absolute Penalty Estimators in Partially Linear ... maximum likelihood method for the estimation of generalized linear models: shrink-.

Pretest and shrinkage estimators for log-normal means

We suggest estimators based on linear shrinkage, pretest, and Stein-type methodology, and consider the asymptotic properties using asymptotic distributional ...