Pages that link to "Item:Q5083892"
From MaRDI portal
The following pages link to Quantile based estimation of biasing parameters in ridge regression model (Q5083892):
Displaying 9 items.
- A class of biased estimators based on QR decomposition (Q307819) (← links)
- Bias reduction in risk modelling: semi-parametric quantile estimation (Q882935) (← links)
- Comparison of biasing parameter computational techniques in ridge-type estimation (Q1208325) (← links)
- Quantile-based robust ridge m-estimator for linear regression model in presence of multicollinearity and outliers (Q5082774) (← links)
- New robust ridge estimators for the linear regression model with outliers (Q6141688) (← links)
- Robust correlation scaled principal component regression (Q6157770) (← links)
- New quantile based ridge M-estimator for linear regression models with multicollinearity and outliers (Q6171863) (← links)
- New heteroscedasticity-adjusted ridge estimators in linear regression model (Q6597431) (← links)
- On some robust Liu estimators for the linear regression model with outliers: theory, simulation and application (Q6662548) (← links)