Improved robust ridge M-estimation
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Publication:5107012
DOI10.1080/00949655.2017.1371174OpenAlexW2751380915MaRDI QIDQ5107012
Mohammad Arashi, Mina Norouzirad, S. Ejaz Ahmed
Publication date: 22 April 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2017.1371174
Ridge regression; shrinkage estimators (Lasso) (62J07) Robustness and adaptive procedures (parametric inference) (62F35)
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Robust ridge M-estimators with pretest and Stein-rule shrinkage for an intercept term ⋮ Shrinkage Estimation Strategies in Generalised Ridge Regression Models: Low/High‐Dimension Regime
Cites Work
- Preliminary test ridge regression estimators with Student's \(t\) errors and conflicting test-statis\-tics
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- Shrinkage ridge estimators in semiparametric regression models
- Penalty, shrinkage and pretest strategies. Variable selection and estimation
- On some ridge regression estimators: a nonparametric approach
- Risk comparison of some shrinkage M-estimators in linear models
- Robust analysis of variance based upon a likelihood ratio criterion
- Ridge regression:some simulations
- A Monte Carlo Evaluation of Some Ridge-Type Estimators
- Performance of some new preliminary test ridge regression estimators and their properties
- Effect of W, LR, and LM Tests on the Performance of Preliminary Test Ridge Regression Estimators
- Theory of Preliminary Test and Stein‐Type Estimation With Applications
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Ridge Regression: Applications to Nonorthogonal Problems
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