Assessing global influential observations in modified ridge regression

DOI10.1016/j.spl.2008.09.019zbMath1155.62051MaRDI QIDQ1004270

Aboobacker Jahufer, Chen Jianbao

Publication date: 2 March 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.09.019

Mathematics Subject Classification ID

62J07: Ridge regression; shrinkage estimators (Lasso)

62J20: Diagnostics, and linear inference and regression

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