On The Least Absolute Deviations Method for Ridge Estimation of Sure Models

DOI10.1080/03610926.2012.755203MaRDI QIDQ6169374

Ghazi Shukur, Zangin Zeebari

Publication date: 11 July 2023

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

zbMATH Keywords

robustnessefficiencySURE modelsridge regressionLAD estimation

Mathematics Subject Classification ID

Statistics (62-XX) Numerical analysis (65-XX)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Adaptive multivariate ridge regression
• Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models
• Median regression for SUR models with the same explanatory variables in each equation
• Modified Ridge Parameters for Seemingly Unrelated Regression Model
• On Some Ridge Regression Estimators: An Empirical Comparisons
• On multivariate ridge regression
• Robust Tests for Heteroscedasticity Based on Regression Quantiles
• M Estimation of Multivariate Regressions
• Ridge regression:some simulations
• Simultaneous Estimation of Parameters in Different Linear Models and Applications to Biometric Problems
• A simulation study of ridge and other regression estimators
• Asymptotic Theory of Least Absolute Error Regression
• Ridge regression in the context of a system of seemingly unrelated regression equations
• Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
• Choosing Ridge Parameter for Regression Problems
• Performance of Some New Ridge Regression Estimators
• Developing ridge estimation method for median regression
• Developing Ridge Parameters for SUR Model
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge Regression: Applications to Nonorthogonal Problems
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias

This page was built for publication: On The Least Absolute Deviations Method for Ridge Estimation of Sure Models