Abstract
Robust ridge methods based on M, S, MM and GM estimators are examined in the presence of multicollinearity and outliers. GMWalker, using the LS estimator as the initial estimator is used. S and MM estimators are also used as initial estimators with the aim of evaluating the two alternatives as biased robust methods.
DOI
10.22237/jmasm/1288584960
Included in
Applied Statistics Commons, Social and Behavioral Sciences Commons, Statistical Theory Commons
