Robust ridge M-estimators with pretest and Stein-rule shrinkage for an intercept term

DOI10.1007/s42081-020-00089-6zbMath1477.62188OpenAlexW3094219251MaRDI QIDQ825319

Ting-Yu Lin, Masayuki Jimichi, Takeshi Emura, Jia-Han Shih

Publication date: 17 December 2021

Published in: Japanese Journal of Statistics and Data Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s42081-020-00089-6

zbMATH Keywords

shrinkage estimatoroutliermulticollinearityridge estimatorrobust estimator

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to biology and medical sciences; meta analysis (62P10) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items

A class of general pretest estimators for the univariate normal mean, Bayesian ridge estimators based on copula-based joint prior distributions for regression coefficients

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