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

DOI10.1080/03610918.2017.1310231OpenAlexW2599878605MaRDI QIDQ5084787FDOQ5084787

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

• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Robust Statistics
• Title not available (Why is that?)
• Title not available (Why is that?)
• A Monte Carlo Evaluation of Some Ridge-Type Estimators
• Good ridge estimators based on prior information
• Performance of Some New Ridge Regression Estimators
• A Simulation Study of Some Ridge Estimators
• Assessing global influential observations in modified ridge regression
• ROBUST RIDGE REGRESSION BASED ON AN M-ESTIMATOR
• Mean square error comparisons of the alternative estimators for the distributed lag models

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

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