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On The Least Absolute Deviations Method for Ridge Estimation of Sure Models - MaRDI portal

On The Least Absolute Deviations Method for Ridge Estimation of Sure Models (Q6169374)

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scientific article; zbMATH DE number 7710566
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English
On The Least Absolute Deviations Method for Ridge Estimation of Sure Models
scientific article; zbMATH DE number 7710566

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    On The Least Absolute Deviations Method for Ridge Estimation of Sure Models (English)
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    11 July 2023
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    efficiency
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    LAD estimation
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    ridge regression
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    robustness
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    SURE models
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