Robust ridge M-estimators with pretest and Stein-rule shrinkage for an intercept term (Q825319)
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scientific article; zbMATH DE number 7447478
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| English | Robust ridge M-estimators with pretest and Stein-rule shrinkage for an intercept term |
scientific article; zbMATH DE number 7447478 |
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Robust ridge M-estimators with pretest and Stein-rule shrinkage for an intercept term (English)
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17 December 2021
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multicollinearity
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outlier
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ridge estimator
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robust estimator
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shrinkage estimator
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0.7871662378311157
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0.7861360907554626
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0.7845232486724854
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0.7709673047065735
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