Developing ridge estimation method for median regression

DOI10.1080/02664763.2012.724663OpenAlexW2088156830MaRDI QIDQ5127125

Zangin Zeebari

Publication date: 21 October 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-19676

zbMATH Keywords

robustnessefficiencyshrinkagemulticollinearityleast absolute deviations

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items

Seemingly unrelated regressions with covariance matrix of cross-equation ridge regression residuals, A descent method for least absolute deviation Lasso problems, Performance of ridge estimator in skew-normal mode regression model, On The Least Absolute Deviations Method for Ridge Estimation of Sure Models, WEIGHT LAD AND WEIGHT LAD RIDGE ESTIMATOR FOR SEEMINGLY UNRELATED REGRESSION MODELS

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