Robust Liu estimator for regression based on an M-estimator

DOI10.1080/02664760021817zbMath0970.62015MaRDI 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

outliers; multicollinearity; M-estimator; shrinking

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62J05: Linear regression; mixed models

62F35: Robustness and adaptive procedures (parametric inference)

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