Robust Linearized Ridge M-estimator for Linear Regression Model

DOI10.1080/03610918.2014.911898zbMath1342.62119OpenAlexW2022114275MaRDI QIDQ3178505

Nileshkumar H. Jadhav, Dattatraya N. Kashid

Publication date: 14 July 2016

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2014.911898

zbMATH Keywords

mean square error\(M\)-estimatoroutliermulticollinearitylinearized ridge regression estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Related Items (1)

A new linearized ridge Poisson estimator in the presence of multicollinearity

Cites Work

• A new biased estimator based on ridge estimation
• Linearized Ridge Regression Estimator in Linear Regression
• Linearized Ridge Regression Estimator Under the Mean Squared Error Criterion in a Linear Regression Model
• ROBUST RIDGE REGRESSION BASED ON AN M-ESTIMATOR
• A new class of blased estimate in linear regression
• On the almost unbiased generalized liu estimator and unbiased estimation of the bias and mse
• Mean Squared Error Matrix Comparisons of Some Biased Estimators in Linear Regression
• Robust Liu estimator for regression based on an M-estimator
• Robust Statistics
• Robust Estimation of a Location Parameter
• Robust Statistics
• Robust Statistics

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