Rank-based ridge estimation in multiple linear regression

DOI10.1080/10485252.2014.964714MaRDI QIDQ2934401zbMATH OpenOpenAlexFDO

Authors Asuman Turkmen, Omer Ozturk

Publication date 12 December 2014

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485252.2014.964714

zbMATH Keywords

multicollinearityrank regressionridge regressionrobust estimationshrinkage

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

• A biased-robust regression technique for the combined outlier-multicollinearity problem
• An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
• Asymptotic normality ofr-estimates in the linear model
• Augmented Robust Estimators
• Estimating Regression Coefficients by Minimizing the Dispersion of the Residuals
• Nonparametric Estimate of Regression Coefficients
• Rank Methods for Combination of Independent Experiments in Analysis of Variance
• Rank-based variable selection
• Robust nonparametric statistical methods
• ROBUST RIDGE REGRESSION BASED ON AN M-ESTIMATOR
• Weighted Wilcoxon‐Type Smoothly Clipped Absolute Deviation Method

Cited in

(5)

• A faster algorithm for ridge regression of reduced rank data
• On the convergence of rank-one multi-target linear regression
• Rows versus Columns: Randomized Kaczmarz or Gauss--Seidel for Ridge Regression
• A semi-parametric approach to feature selection in high-dimensional linear regression models
• Rank-based Liu regression

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