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...
| Main Authors: | , , , |
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| Format: | Conference or Workshop Item |
| Language: | English |
| Published: |
2015
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| Subjects: | |
| Online Access: | http://eprints.utm.my/61313/1/RobiahAdnan2015_EstimationParametersUsingBisquareWeighted.pdf |