On The Least Absolute Deviations Method for Ridge Estimation of Sure Models
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Cites work
- A simulation study of ridge and other regression estimators
- Adaptive multivariate ridge regression
- An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
- Asymptotic Theory of Least Absolute Error Regression
- Choosing Ridge Parameter for Regression Problems
- Developing ridge estimation method for median regression
- Developing Ridge Parameters for SUR Model
- Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
- Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models
- scientific article; zbMATH DE number 193897 (Why is no real title available?)
- M Estimation of Multivariate Regressions
- Median regression for SUR models with the same explanatory variables in each equation
- Modified Ridge Parameters for Seemingly Unrelated Regression Model
- On developing ridge regression parameters: a graphical investigation
- On multivariate ridge regression
- On Some Ridge Regression Estimators: An Empirical Comparisons
- Performance of Some New Ridge Regression Estimators
- Regression estimators. A comparative study.
- Ridge regression in the context of a system of seemingly unrelated regression equations
- Ridge Regression: Applications to Nonorthogonal Problems
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Ridge regression:some simulations
- Robust Tests for Heteroscedasticity Based on Regression Quantiles
- Simultaneous Estimation of Parameters in Different Linear Models and Applications to Biometric Problems
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