New quantile based ridge M-estimator for linear regression models with multicollinearity and outliers

DOI10.1080/03610918.2021.1884715MaRDI QIDQ6171863zbMATH OpenOpenAlexFDO

Authors Muhammad Suhail, Sohail Chand, Muhammad Aslam

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/10.1080/03610918.2021.1884715

zbMATH Keywords

M-estimatormean squared errormulticollinearityoutliersridge parameterridge regressionsignal-to-noise ratio

Mathematics Subject Classification ID

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

Cites work

• A comparison of some new and old robust ridge regression estimators
• A modified ridge m-estimator for linear regression model with multicollinearity and outliers
• A Monte Carlo Evaluation of Some Ridge-Type Estimators
• A Monte Carlo Study of Recent Ridge Parameters
• Choosing Ridge Parameter for Regression Problems
• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
• Mean square error comparisons of the alternative estimators for the distributed lag models
• Modified ridge regression estimators
• Performance of Some New Ridge Regression Estimators
• Quantile based estimation of biasing parameters in ridge regression model
• Quantile-based robust ridge M-estimator for linear regression model in presence of multicollinearity and outliers
• REVIEW AND CLASSIFICATIONS OF THE RIDGE PARAMETER ESTIMATION TECHNIQUES
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Robust Liu-type estimator for regression based on \(M\)-estimator
• ROBUST RIDGE REGRESSION BASED ON AN M-ESTIMATOR
• Robust Statistics
• Some Modifications for Choosing Ridge Parameters

Cited in

(9)

• Modified robust ridge M-estimators for linear regression models: an application to tobacco data
• A robust hybrid ridge estimation framework using scaled error variance and M-estimation in contaminated linear models
• On some two parameter estimators for the linear regression models with correlated predictors: simulation and application
• Mitigating multicollinearity and outliers in regression: comparison of some new and old robust ridge M-estimators
• New penalized M-estimators in robust ridge regression: real life applications using sports and tobacco data
• Novel heteroscedastic robust ridge M-estimators for linear regression model
• Bagging-based robust ridge M-estimators in linear regression model for mitigating multicollinearity and outliers
• A novel heteroscedasticity-adjusted two-parameter ridge estimator in linear regression
• The S-type ridge regression estimators with minimum mean squared error of the model and standard errors of the regressors

This page was built for publication: New quantile based ridge M-estimator for linear regression models with multicollinearity and outliers

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6171863)