Robust ridge estimator in restricted semiparametric regression models
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DOI: 10.1016/j.jmva.2016.01.005
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References listed on IDEAS
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- M Arashi & M Roozbeh & N A Hamzah & M Gasparini, 2021. "Ridge regression and its applications in genetic studies," PLOS ONE, Public Library of Science, vol. 16(4), pages 1-17, April.
- Roozbeh, Mahdi, 2018. "Optimal QR-based estimation in partially linear regression models with correlated errors using GCV criterion," Computational Statistics & Data Analysis, Elsevier, vol. 117(C), pages 45-61.
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More about this item
Keywords
Breakdown point; Generalized restricted ridge estimator; Kernel smoothing; Least trimmed squares estimator; Linear restrictions; Multicollinearity; Outlier; Robust estimation; Semiparametric regression model;All these keywords.
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