Shrinkage, pretest, and penalty estimators in generalized linear models

Statistical Methodology

Volumn 24, Issue , 2015, Pages 52-68

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

^a UNIVERSITY OF WINNIPEG   (Canada)

^b BROCK UNIVERSITY   (Canada)

^c University of Wisconsin   (United States)

Author keywords

Adaptive L1GLM; Asymptotic risk; Candidate subspaces; Generalized linear models; GLM likelihood ratio test; L1GLM; Linear restrictions; Pretest; SCAD; Stein type shrinkage

Indexed keywords

EID: 84920901625     PISSN: 15723127     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.stamet.2014.11.003     Document Type: Article

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