Robust ridge and robust Liu estimator for regression based on the LTS estimator (Q5128946)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7265820
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Robust ridge and robust Liu estimator for regression based on the LTS estimator |
scientific article; zbMATH DE number 7265820 |
Statements
Robust ridge and robust Liu estimator for regression based on the LTS estimator (English)
0 references
26 October 2020
0 references
multicollinearity
0 references
robust estimator
0 references
ridge regression
0 references
least trimmed squares
0 references
R routines
0 references
simulation
0 references
0 references
0.8640677332878113
0 references
0.8525868058204651
0 references
0.8506534695625305
0 references
0.8506534695625305
0 references
