Robust ridge M-estimators with pretest and Stein-rule shrinkage for an intercept term
Jia‐Han Shih, Ting-Yu Lin, Masayuki Jimichi, Takeshi Emura
Topics & Concepts
EstimatorShrinkage estimatorMulticollinearityOutlierStatisticsRidgeMean squared errorMathematicsShrinkageEconometricsTerm (time)Minimum-variance unbiased estimatorRegression analysisBias of an estimatorGeologyPaleontologyPhysicsQuantum mechanicsAdvanced Statistical Methods and ModelsStatistical Methods and InferenceStatistical Distribution Estimation and Applications