Robust Liu estimator for regression based on an M-estimator

DOI10.1080/02664760021817zbMath0970.62015OpenAlexW1981358374MaRDI QIDQ4935538

Olcay Arslan, Nedret Billor

Publication date: 10 April 2000

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664760021817

zbMATH Keywords

outliersmulticollinearityM-estimatorshrinking

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (12)

Adaptive unified biased estimators of parameters in linear model ⋮ Robust Linearized Ridge M-estimator for Linear Regression Model ⋮ Using Liu-Type Estimator to Combat Collinearity ⋮ A robust Liu regression estimator ⋮ Robust ridge and robust Liu estimator for regression based on the LTS estimator ⋮ New shrinkage-type estimators in a linear regression model when multicollinearity is severe ⋮ A Generalized Diagonal Ridge-type Estimator in Linear Regression ⋮ Adjustive Liu-Type Estimators in Linear Regression Models ⋮ Improved Liu estimator in a linear regression model ⋮ Robust Dawoud–Kibria estimator for handling multicollinearity and outliers in the linear regression model ⋮ Robust model selection criteria for robust Liu estimator ⋮ Preliminary test and Stein-type shrinkage ridge estimators in robust regression

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