Positive shrinkage, improved pretest and absolute penalty estimators in partially linear models

Linear Algebra and Its Applications

Volumn 430, Issue 10, 2009, Pages 2749-2761

  Hossain, S ^a   Doksum, Kjell A ^b   Ahmed, S Ejaz ^c  

^a UNIVERSITY OF ALBERTA   (Canada)

^b University of Wisconsin   (United States)

^c UNIVERSITY OF WINDSOR   (Canada)

Author keywords

Asymptotic risk; Kernel smoothing; Regression model; Semiparametric LASSO; Semiparametric least squares; Stein type shrinkage

Indexed keywords

ASYMPTOTIC ANALYSIS; CURVE FITTING; LEAST SQUARES APPROXIMATIONS; MONTE CARLO METHODS; ONTOLOGY; REGRESSION ANALYSIS; RISK PERCEPTION; SHRINKAGE;

ASYMPTOTIC RISK; KERNEL SMOOTHING; REGRESSION MODEL; SEMIPARAMETRIC LASSO; SEMIPARAMETRIC LEAST SQUARES; STEIN TYPE SHRINKAGE;

PARAMETER ESTIMATION;

EID: 62749107902     PISSN: 00243795     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.laa.2008.12.015     Document Type: Article

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