Pages that link to "Item:Q5082693"
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The following pages link to A comparison of some new and old robust ridge regression estimators (Q5082693):
Displaying 14 items.
- Ridge estimation in linear models with heteroskedastic errors (Q356502) (← links)
- Robust kernel ridge regression based on M-estimation (Q616560) (← links)
- A note on collinearity, bootstrapping, and cross-validation (Q900042) (← links)
- Rank theory approach to ridge, LASSO, preliminary test and Stein-type estimators: Comparative study (Q3120365) (← links)
- On Some Ridge Regression Estimators: An Empirical Comparisons (Q3625337) (← links)
- Performance of Some New Ridge Regression Estimators (Q4707014) (← links)
- Modified Ridge Regression Estimators (Q4929201) (← links)
- Quantile based estimation of biasing parameters in ridge regression model (Q5083892) (← links)
- Performance of Kibria, Khalaf, and Shurkur's methods when the eigenvalues are skewed (Q5267899) (← links)
- Ridge Regression – A Simulation Study (Q5481738) (← links)
- On a new class of binomial ridge-type regression estimators (Q5866158) (← links)
- Bootstrap selection of ridge regularization parameter: a comparative study via a simulation study (Q6050513) (← links)
- New quantile based ridge M-estimator for linear regression models with multicollinearity and outliers (Q6171863) (← links)
- A new ridge parameter estimator in Poisson regression with correlated predictors: optimal design approach (Q6549383) (← links)
