Regressor space outliers in ridge regression

DOI10.1080/03610928608829333zbMATH Open0612.62100OpenAlexW2009609129MaRDI QIDQ3753329FDOQ3753329

Bert M. Steece

Publication date: 1986

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928608829333

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zbMATH Keywords

outliersridge regressionleverageridge estimation

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

• Robust Statistics
• Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation
• Latent Root Regression Analysis
• Characterizations of an Empirical Influence Function for Detecting Influential Cases in Regression
• Augmented Robust Estimators

Cited In (9)

• Influence in the Elliptical Modified Ridge Regression
• Fuzzy-weighted estimation in ridge regression analysis
• Detection of outliers and influential observations in regression analysis using stochastic prior information
• Local influence in measurement error models with ridge estimate
• Influence measures in ridge regression when the error terms follow an AR(1) process
• Influence measures based on confidence ellipsoids in general linear regression model with correlated regressors
• Local influence in ridge regression
• Outlier detection under multicollinearity
• Assessing Influence on the Liu Estimates in Linear Regression Models

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