Improved ridge M-estimators

Abstract

The focus of this approach is on parameter in multiple regression model in the presence of multicollinearity and outliers. Some improved ridge M-estimators are defined and their performance is evaluated in a real example.

Publication
46th Annual Iranian Mathematics Conference

This paper is derived from my Ph.D. thesis.

Mina Norouzirad
Mina Norouzirad
Researcher

A dedicated researcher and educator in the field of statistics