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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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Publicat a:Biometrika
Autors principals: Shin, Sunyoung, Liu, Yufeng, Cole, Stephen R, Fine, Jason P
Format: Artigo
Idioma:Inglês
Publicat: Oxford University Press 2020
Matèries:
Accés en línia: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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