A robust Liu regression estimator

DOI10.1080/03610918.2016.1271889zbMath1392.62216OpenAlexW2570644245MaRDI QIDQ4563422

Fatma Sevinç Kurnaz, Peter Filzmoser

Publication date: 1 June 2018

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

Full work available at URL: https://doi.org/10.1080/03610918.2016.1271889

zbMATH Keywords

partial least squaresLiu estimatorrobust estimatorMM-estimatespartial robust M-estimator

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Nonparametric robustness (62G35) Linear regression; mixed models (62J05)

Uses Software

• R
• robustbase

Cites Work

• High breakdown-point and high efficiency robust estimates for regression
• Least Median of Squares Regression
• A new class of blased estimate in linear regression
• Robust Liu estimator for regression based on an M-estimator
• Robust ridge and robust Liu estimator for regression based on the LTS estimator
• Robust Statistics
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
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