New quantile based ridge M-estimator for linear regression models with multicollinearity and outliers

DOI10.1080/03610918.2021.1884715OpenAlexW3131901145MaRDI QIDQ6171863

Sohail Chand, Muhammad Suhail, Muhammad Aslam

Publication date: 18 July 2023

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

Full work available at URL: https://doi.org/10.1080/03610918.2021.1884715

zbMATH Keywords

outliersmean squared errorridge regressionsignal-to-noise ratiomulticollinearityM-estimatorridge parameter

Mathematics Subject Classification ID

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

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