New robust ridge estimators for the linear regression model with outliers

DOI10.1080/03610918.2021.1966467OpenAlexW3200304082MaRDI QIDQ6141688

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Publication date: 23 January 2024

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2021.1966467

zbMATH Keywords

mean squared errorridge regressionoutliermulticollinearityM-estimatorrobust ridge M-estimator

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

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