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Ensemble estimation and variable selection with semiparametric regression models

We consider scenarios in which the likelihood function for a semiparametric regression model factors into separate components, with an efficient estimator of the regression parameter available for each component. An optimal weighted combination of the component estimators, named an ensemble estimato...

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Foilsithe in:Biometrika
Main Authors: Shin, Sunyoung, Liu, Yufeng, Cole, Stephen R, Fine, Jason P
Formáid: Artigo
Teanga:Inglês
Foilsithe: Oxford University Press 2020
Ábhair:
Rochtain Ar Líne:https://ncbi.nlm.nih.gov/pmc/articles/PMC7228544/
https://ncbi.nlm.nih.gov/pubmed/32454529
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1093/biomet/asaa012
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