A modified ridge m-estimator for linear regression model with multicollinearity and outliers

DOI10.1080/03610918.2017.1310231MaRDI QIDQ5084787zbMATH OpenOpenAlexFDO

Authors Hasan Ertaş

Publication date 28 June 2022

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2017.1310231

zbMATH Keywords

outliersmulticollinearityrobust estimatorbiased estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites work

• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
• scientific article; zbMATH DE number 194744 (Why is no real title available?)
• A Monte Carlo Evaluation of Some Ridge-Type Estimators
• A Simulation Study of Some Ridge Estimators
• Assessing global influential observations in modified ridge regression
• Good ridge estimators based on prior information
• Mean square error comparisons of the alternative estimators for the distributed lag models
• Performance of Some New Ridge Regression Estimators
• ROBUST RIDGE REGRESSION BASED ON AN M-ESTIMATOR
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Robust Statistics

Cited in

(5)

• 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
• Quantile-based robust ridge M-estimator for linear regression model in presence of multicollinearity and outliers
• Robust enhanced ridge-type estimation for the Poisson regression models: application to English League Football data

This page was built for publication: A modified ridge m-estimator for linear regression model with multicollinearity and outliers

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5084787)