Least trimmed squares ridge estimation in partially linear regression models-Reference-Cited by-同舟云学术

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Least trimmed squares ridge estimation in partially linear regression models

Published:2016-01-27 Issue:14 Volume:86 Page:2766-2780
ISSN:0094-9655
Container-title:Journal of Statistical Computation and Simulation
language:en
Short-container-title:Journal of Statistical Computation and Simulation

Author:

Amini Morteza¹,Roozbeh Mahdi²

Affiliation:

1. Department of Statistics, School of Mathematics, Statistics and Computer Science, College of Science, University of Tehran, Tehran, Iran

2. Department of Statistics, Faculty of Mathematics, Statistics and Computer Sciences Semnan University, Semnan, Iran

Publisher

Informa UK Limited

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Modelling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/00949655.2015.1128433

Reference35 articles.

1. Ridge Regression: Applications to Nonorthogonal Problems

2. A Simulation Study of Some Ridge Estimators

3. Asymptotic Optimality of the Fast Randomized Versions of GCV and $C_L$ in Ridge Regression and Regularization

4. Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter

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