Estimation parameters using bisquare weighted robust ridge regression BRLTS estimator in the presence of multicollinearity and outliers

This study presents an improvement to robust ridge regression estimator. We proposed two methods Bisquare ridge least trimmed squares (BRLTS) and Bisquare ridge least absolute value (BRLAV) based on ridge least trimmed squares RLTS and ridge least absolute value (RLAV) respectively. We compared thes...

Full description

Saved in:
Bibliographic Details
Main Authors: Kafi, Dano Pati, Adnan, Robiah, Rasheed, Abdulkadir Bello, Md. Jedi, Muhamad Alias
Format: Conference or Workshop Item
Language:English
Published: 2015
Subjects:
Online Access:http://eprints.utm.my/id/eprint/61313/1/RobiahAdnan2015_EstimationParametersUsingBisquareWeighted.pdf
http://eprints.utm.my/id/eprint/61313/
Tags: Add Tag
No Tags, Be the first to tag this record!