Robust two parameter ridge M-estimator for linear regression

DOI10.1080/02664763.2014.1000577OpenAlexW1980685279MaRDI QIDQ5130264

Hasan Ertaş, Selma Toker, Selahattin Kaçıranlar

Publication date: 4 November 2020

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

Full work available at URL: https://doi.org/10.1080/02664763.2014.1000577

zbMATH Keywords

outliersrobust regressionmulticollinearityM-estimatortwo parameter ridge estimator

Mathematics Subject Classification ID

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

Related Items

Two parameter Ridge estimator in the inverse Gaussian regression model ⋮ Defining a two-parameter estimator: a mathematical programming evidence

Cites Work

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