2020
DOI: 10.1515/ijb-2018-0109
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Shrinkage estimation applied to a semi-nonparametric regression model

Abstract: Stein-type shrinkage techniques are applied to the parametric components of a semi-nonparametric regression model recently proposed by (Ma et al. 2015: 285–303). On the basis of an uncertain prior information (restrictions) about the parameters of interest, shrinkage techniques are shown to improve the accuracy of the model. The effectiveness of the proposed estimators are corroborated by a simulation study.

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“…When it comes to practice, shrinkage techniques are also considered as a major part of regularization methods, with applications in many statistics related fields such as regression, times series, machine learning, multivariate inference and optimization methods: Tibshirani (1996), Irfan et al (2013), Van Erp et al (2019), Similä & Tikka (2007), Gruber (2017), Steyerberg et al (2001), Ahmed & Nicol (2012), Ahmed (1997), QIAN & Su (2016), Saetrom & Omre (2011), Thompson (1968), Sundberg (2006), van Houwelingen & Sauerbrei (2013), Ahmed (2014), Polson & Scott (2012), Zareamoghaddam et al (2020), Yüzbaşı et al (2020), Agarwal (2002), Lian (2013), Zheng et al (2014), Roozbeh & Arashi (2016), Xiong & Joseph (2013), Tutz & Leitenstorfer (2006), Griffin et al (2017), Korobilis (2013), Korobilis (2013), Jiang & Owen (2003), Zou & Hastie (2003), Efron (1992), Fan et al (1991).…”
Section: Agglomerative Clustering and Shrinkage Methodsmentioning
confidence: 99%
“…When it comes to practice, shrinkage techniques are also considered as a major part of regularization methods, with applications in many statistics related fields such as regression, times series, machine learning, multivariate inference and optimization methods: Tibshirani (1996), Irfan et al (2013), Van Erp et al (2019), Similä & Tikka (2007), Gruber (2017), Steyerberg et al (2001), Ahmed & Nicol (2012), Ahmed (1997), QIAN & Su (2016), Saetrom & Omre (2011), Thompson (1968), Sundberg (2006), van Houwelingen & Sauerbrei (2013), Ahmed (2014), Polson & Scott (2012), Zareamoghaddam et al (2020), Yüzbaşı et al (2020), Agarwal (2002), Lian (2013), Zheng et al (2014), Roozbeh & Arashi (2016), Xiong & Joseph (2013), Tutz & Leitenstorfer (2006), Griffin et al (2017), Korobilis (2013), Korobilis (2013), Jiang & Owen (2003), Zou & Hastie (2003), Efron (1992), Fan et al (1991).…”
Section: Agglomerative Clustering and Shrinkage Methodsmentioning
confidence: 99%