Performance of ridge estimator in skew-normal mode regression model

DOI10.1080/03610918.2021.1874990MaRDI QIDQ6116481

Danlu Wang, Xingyun Cao, Liu-Cang Wu

Publication date: 18 July 2023

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

Full work available at URL: https://doi.org/10.1080/03610918.2021.1874990

zbMATH Keywords

EM algorithm; multicollinearity; skew-normal distribution; ridge estimation; mode regression model

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62H12: Estimation in multivariate analysis

62J07: Ridge regression; shrinkage estimators (Lasso)

Related Items

Estimation for finite mixture of mode regression models using skew-normal distribution

Cites Work

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