A Jackknifed Ridge M-estimator for regression model with multicollinearity and outliers

DOI10.1080/15598608.2011.10483737zbMath1420.62295OpenAlexW2060808204MaRDI QIDQ2324169

Nileshkumar H. Jadhav, Dattatraya N. Kashid

Publication date: 13 September 2019

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15598608.2011.10483737

zbMATH Keywords

outliermulticollinearityridge estimatorM-estimatorjackknifed ridge estimator

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Related Items

Consistent and robust variable selection in regression based on Wald test ⋮ A Jackknifed estimators for the negative binomial regression model ⋮ A new modified Jackknifed estimator for the Poisson regression model ⋮ Subset selection in multiple linear regression in the presence of outlier and multicollinearity ⋮ Preliminary test and Stein-type shrinkage ridge estimators in robust regression

Cites Work

• A new biased estimator based on ridge estimation
• Robust regression: Asymptotics, conjectures and Monte Carlo
• Ridge regression:some simulations
• A Monte Carlo Evaluation of Some Ridge-Type Estimators
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Robust Statistics
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