An analysis of constrained robust regression estimators

DOI10.1002/NAV.3800310210MaRDI QIDQ3324863zbMATH OpenOpenAlexFDO

Authors Ronald G. Askin, Douglas C. Montgomery

Publication date 1984

Published in Naval Research Logistics Quarterly (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/nav.3800310210

zbMATH Keywords

biased estimation techniquescombined estimatorsconstrained robust regression estimatorsfactorial designsiteratively reweighted least-squares proceduremean- squared-error criterionmulticollinearitynonnormalityordinary least-squaresridge estimators

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Linear regression; mixed models (62J05) Monte Carlo methods (65C05)

Recommendations

• A biased-robust regression technique for the combined outlier-multicollinearity problem
• Robust linearized ridge M-estimator for linear regression model
• Robustifying biased estimation in linear model
• A new estimator combining the ridge regression and the restricted least squares methods of estimation
• Two penalized mixed-integer nonlinear programming approaches to tackle multicollinearity and outliers effects in linear regression models

Cites work

• Estimation with quadratic loss.
• Robust Estimates of Location: Survey and Advances

Cited in

(4)

• Preliminary test and Stein-type shrinkage ridge estimators in robust regression
• ESTIMATING A NON-GAUSSIAN REGRESSION MODEL WITH MULTICOLLINEARITY
• A general class of estimators for the linear regression model affected by collinearity and outliers
• A biased-robust regression technique for the combined outlier-multicollinearity problem

This page was built for publication: An analysis of constrained robust regression estimators

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3324863)