ROBUST RIDGE REGRESSION BASED ON AN M-ESTIMATOR
From MaRDI portal
Publication:4029925
DOI10.1111/J.1467-842X.1991.TB00438.XzbMATH Open0850.62531MaRDI QIDQ4029925FDOQ4029925
Authors: Mervyn J. Silvapulle
Publication date: 1 April 1993
Published in: Australian Journal of Statistics (Search for Journal in Brave)
Ridge regression; shrinkage estimators (Lasso) (62J07) Robustness and adaptive procedures (parametric inference) (62F35)
Cited In (18)
- Robust ridge M-estimators with pretest and Stein-rule shrinkage for an intercept term
- Modified robust ridge M-estimators for linear regression models: an application to tobacco data
- New robust ridge estimators for the linear regression model with outliers
- New quantile based ridge M-estimator for linear regression models with multicollinearity and outliers
- Robust functional regression based on principal components
- Robust linearized ridge \(M\)-estimator for linear regression model
- Quantile-based robust ridge M-estimator for linear regression model in presence of multicollinearity and outliers
- Preliminary test and Stein-type shrinkage ridge estimators in robust regression
- Regularization with maximum entropy and quantum electrodynamics: the MERG(E) estimators
- Rank-based ridge estimation in multiple linear regression
- The Almon M-estimator for the distributed lag model in the presence of outliers
- Graphical evaluation of the ridge-type robust regression estimators in mixture experiments
- Robust Liu-type estimator based on GM estimator
- Robust Dawoud–Kibria estimator for handling multicollinearity and outliers in the linear regression model
- Robust two parameter ridge M-estimator for linear regression
- On some robust Liu estimators for the linear regression model with outliers: theory, simulation and application
- Robust enhanced ridge-type estimation for the Poisson regression models: application to English League Football data
- A modified ridge m-estimator for linear regression model with multicollinearity and outliers
This page was built for publication: ROBUST RIDGE REGRESSION BASED ON AN M-ESTIMATOR
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4029925)