- Pretest and shrinkage estimators in generalized partially linear ...🔍
- Pretest and Stein|type Shrinkage Estimators in Linear and ...🔍
- Ridge|type pretest and shrinkage estimations in partially linear models🔍
- Efficient Shrinkage for Generalized Linear Mixed Models Under ...🔍
- Absolute penalty and shrinkage estimation strategies in linear and ...🔍
- Shrinkage and pretest estimators for longitudinal data analysis ...🔍
- Linear Shrinkage and Shrinkage Pretest Strategies in Partially ...🔍
- Estimation Strategies in Partially Linear Models🔍
Pretest and shrinkage estimators in generalized partially linear ...
Pretest and shrinkage estimators in generalized partially linear ...
We propose some novel and improved methods to estimate the regression coefficients of generalized partially linear models (GPLM).
Pretest and shrinkage estimators in generalized partially linear ...
Request PDF | Pretest and shrinkage estimators in generalized partially linear models with application to real data | Semiparametric models hold promise to ...
Pretest and shrinkage estimators in generalized partially linear ...
Pretest and shrinkage estimators in generalized partially linear models with application to real data. Shakhawat Hossain 1.
Shrinkage, pretest, and penalty estimators in generalized linear ...
We consider estimation in generalized linear models when there are many potential predictors and some of them may not have influence on the response of ...
Pretest and Stein-type Shrinkage Estimators in Linear and ... - MSpace
In this thesis, we consider two estimation problems of the regression parameters in generalized partial linear regression model and multiple linear ...
Shrinkage, pretest, and penalty estimators in generalized linear ...
Request PDF | Shrinkage, pretest, and penalty estimators in generalized linear models | We consider estimation in generalized linear models when there are ...
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-.
Ridge-type pretest and shrinkage estimations in partially linear models
In this paper, we suggest pretest and shrinkage ridge regression estimators for a partially linear regression model, and compare their performance with some ...
Ridge-type pretest and shrinkage estimations in partially linear models
Downloadable (with restrictions)! In this paper, we suggest pretest and shrinkage ridge regression estimators for a partially linear regression model, ...
SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS ...
SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS. ... general conditions, a Stein-type semiparametric estimator improves on ...
Efficient Shrinkage for Generalized Linear Mixed Models Under ...
ℓ 1 penalty and shrinkage estimation in partially linear ... Shrinkage, pretest, and penalty estimators in generalized linear models.
Absolute penalty and shrinkage estimation strategies in linear and ...
3208. Page 2. ABSOLUTE PENALTY AND SHRINKAGE. ESTIMATION STRATEGIES IN. LINEAR AND PARTIALLY LINEAR MODELS.
Shrinkage, pretest and LASSO estimators in parametric and ... - CORE
1.3 Shrinkage, Pretest and PH estimators for Generalized Linear Models 10. 1.4 Shrinkage, Pretest and Absolute Penalty Estimators in Partially Linear. Models.
Shrinkage and pretest estimators for longitudinal data analysis ...
Downloadable (with restrictions)! In this paper, we develop marginal analysis methods for longitudinal data under partially linear models.
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.
Estimation Strategies in Partially Linear Models
... linear and generalized linear models. In this section, we consider the ... Shrinkage, pretest and absolute penalty estimators in partially linear models.
Absolute Penalty and Shrinkage Estimation in Partially Linear Models
A more general scenario is when some of the covariates are categorical and they enter in the model as dummy variables. [Engle (JASA, 1986)] considered such a ...
"Shrinkage, pretest and LASSO estimators in parametric and ...
In chapter three, we consider generalized linear models for binary and count data. Here, we propose James-Stein type shrinkage estimators, a pretest estimator ...
Parametric Variable Selection in Generalized Partially Linear ...
In a seminal paper, [19] proposed the least absolute shrinkage and selection operator (Lasso), which conducts variable selection and coefficient estimation ...
Optimal shrinkage estimations in partially linear single-index models ...
Ahmed SE, Doksum K, Hossain S, You J (2007) Shrinkage, pretest and LASSO estimators in partially linear models. ... estimation for marginal generalized partially ...