Improved robust ridge M-estimation

Norouzirad, M; Arashi, M; Ahmed, SE

Arashi, M (reprint author), Shahrood Univ Technol, Sch Math Sci, Dept Stat, Shahrood, Iran.

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2017; 87 (18): 3469

Abstract

It is developed that non-sample prior information about regression vector-parameter, usually in the form of constraints, improves the risk performance......

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