How well do ridge parameter estimators proposed so far perform in terms of normality, outlier detection, and MSE criteria?

IF 0.8 4区数学 Q3 STATISTICS & PROBABILITY

Communications in Statistics-Simulation and Computation Pub Date : 2024-07-03 DOI:10.1080/03610918.2024.2372078

Selman Mermi, Atila Göktaş, Özge Akkuş

引用次数: 0

Abstract

Ridge regression is a commonly used prediction method in cases of multicollinearity among regressors in multiple linear regression model. In this study, the performances of 366 different estimators...

查看原文本刊更多论文

目前提出的脊参数估计器在正态性、离群点检测和 MSE 标准方面表现如何？

在多元线性回归模型中，当回归系数之间存在多重共线性时，岭回归是一种常用的预测方法。在这项研究中，366 个不同估计器的性能...

本文章由计算机程序翻译，如有差异，请以英文原文为准。

求助全文

约1分钟内获得全文求助全文

来源期刊

Communications in Statistics-Simulation and Computation 数学-统计学与概率论

CiteScore

2.50

自引率

11.10%

发文量

240

审稿时长

6 months

期刊介绍： The Simulation and Computation series intends to publish papers that make theoretical and methodological advances relating to computational aspects of Probability and Statistics. Simulational assessment and comparison of the performance of statistical and probabilistic methods will also be considered for publication. Papers stressing graphical methods, resampling and other computationally intensive methods will be particularly relevant. In addition, special issues dedicated to a specific topic of current interest will also be published in this series periodically, providing an exhaustive and up-to-date review of that topic to the readership.