Quantile-based robust ridge m-estimator for linear regression model in presence of multicollinearity and outliers

DOI10.1080/03610918.2019.1621339zbMath1497.62175OpenAlexW2946326885WikidataQ127800466 ScholiaQ127800466MaRDI QIDQ5082774

Muhammad Suhail, B. M. Golam Kibria, Sohail Chand

Publication date: 21 June 2022

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

Full work available at URL: https://doi.org/10.1080/03610918.2019.1621339

zbMATH Keywords

outliersridge regressionMSEmulticollinearityM-estimator

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (2)

Modified robust ridge M-estimators for linear regression models: an application to tobacco data ⋮ New quantile based ridge M-estimator for linear regression models with multicollinearity and outliers

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