Robust ridge M-estimators with pretest and Stein-rule shrinkage for an intercept term
Author:
Funder
Ministry of Science and Technology, Taiwan
Publisher
Springer Science and Business Media LLC
Subject
General Medicine
Link
https://link.springer.com/content/pdf/10.1007/s42081-020-00089-6.pdf
Reference42 articles.
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2. Ahmed, S. E., & Krzanowski, W. J. (2004). Biased estimation in a simple multivariate regression model. Computational Statistics and Data Analysis, 45, 689–696.
3. Allen, D. M. (1974). The relationship between variable selection and data augmentation and a method for prediction. Technometrics, 16, 125–127.
4. Bachmaier, M. (2000). Efficiency comparison of M-estimates for scale at t-distributions. Statistical Papers, 41, 53–64.
5. Beaton, A. E., & Tukey, J. W. (1974). The fitting of power series, meaning polynomials, illustrated on band-spectroscopic data. Technometrics, 16, 147–185.
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