Robust ridge estimator in restricted semiparametric regression models

DOI10.1016/j.jmva.2016.01.005zbMath1334.62067OpenAlexW2309770403MaRDI QIDQ272065

Mahdi Roozbeh

Publication date: 20 April 2016

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2016.01.005

zbMATH Keywords

kernel smoothingoutlierbreakdown pointrobust estimationmulticollinearitylinear restrictionsgeneralized restricted ridge estimatorleast trimmed squares estimatorsemiparametric regression model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Nonparametric robustness (62G35) Linear regression; mixed models (62J05)

Related Items (20)

Using Improved Robust Estimators to Semiparametric Model with High Dimensional Data ⋮ Robust optimization of multistage process: response surface and multi-response optimization approaches ⋮ Improved high-dimensional regression models with matrix approximations applied to the comparative case studies with support vector machines ⋮ Optimal QR-based estimation in partially linear regression models with correlated errors using GCV criterion ⋮ Estimation in partial linear model with spline modal function ⋮ Robust estimation in restricted linear regression ⋮ Robust restricted Liu estimator in censored semiparametric linear models ⋮ Influential diagnostics with Pena’s statistic for the modified ridge regression ⋮ Ridge estimation in semi-parametric regression models under the stochastic restriction and correlated elliptically contoured errors ⋮ Two penalized mixed-integer nonlinear programming approaches to tackle multicollinearity and outliers effects in linear regression models ⋮ Generalized difference-based weighted mixed almost unbiased liu estimator in semiparametric regression models ⋮ A revised Cholesky decomposition to combat multicollinearity in multiple regression models ⋮ Uncertain stochastic ridge estimation in partially linear regression models with elliptically distributed errors ⋮ Robust ridge estimator in censored semiparametric linear models ⋮ An effective approach towards efficient estimation of general linear model in case of heteroscedastic errors ⋮ A heuristic approach to combat multicollinearity in least trimmed squares regression analysis ⋮ مدلسازی دادههای مهندسی آب با استفاده از روش رگرسیون فازی استوار کمترین مربعات پیراسته ⋮ Covariance matrices of S robust regression estimators ⋮ Kernel estimation in semiparametric mixed effect longitudinal modeling ⋮ Modified least trimmed quantile regression to overcome effects of leverage points

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