Preliminary test and Stein-type shrinkage ridge estimators in robust regression
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Publication:2338223
DOI10.1007/s00362-017-0899-3zbMath1432.62223OpenAlexW2601672855MaRDI QIDQ2338223
Mohammad Arashi, Mina Norouzirad
Publication date: 21 November 2019
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-017-0899-3
Ridge regression; shrinkage estimators (Lasso) (62J07) Robustness and adaptive procedures (parametric inference) (62F35)
Related Items (8)
A comparison of preliminary test, Stein-type and penalty estimators in gamma regression model ⋮ Robust ridge M-estimators with pretest and Stein-rule shrinkage for an intercept term ⋮ A study of minimax shrinkage estimators dominating the James-Stein estimator under the balanced loss function ⋮ Shrinkage Estimation Strategies in Generalised Ridge Regression Models: Low/High‐Dimension Regime ⋮ Beta ridge regression estimators: simulation and application ⋮ Shrinkage and penalized estimators in weighted least absolute deviations regression models ⋮ The generalized equivalence of regularization and min-max robustification in linear mixed models ⋮ Bayesian ridge estimators based on copula-based joint prior distributions for regression coefficients
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