Heteroscedasticity consistent ridge regression estimators in linear regression model

DOI10.1080/03610918.2023.2276052MaRDI QIDQ6969091zbMATH OpenFDO

Authors Sohail Chand

Publication date 23 June 2025

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

Full work available at URL https://doi.org/10.1080/03610918.2023.2276052

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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Cited in

(3)

• A robust hybrid ridge estimation framework using scaled error variance and M-estimation in contaminated linear models
• Improved ridge regression estimators for multicollinearity and heteroscedasticity: A simulation and real-world study
• An improved ridge-type estimator leveraging weighted least squares and horn’s scaling for heteroscedastic regression

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