Robust ridge and robust Liu estimator for regression based on the LTS estimator (Q5128946)
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scientific article; zbMATH DE number 7265820
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust ridge and robust Liu estimator for regression based on the LTS estimator |
scientific article; zbMATH DE number 7265820 |
Statements
Robust ridge and robust Liu estimator for regression based on the LTS estimator (English)
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26 October 2020
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multicollinearity
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robust estimator
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ridge regression
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least trimmed squares
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R routines
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simulation
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