稳健脊回归中的加权受罚 m-估计器：在汽油消费数据中的应用

IF 1.1 4区数学 Q4 COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS

Journal of Statistical Computation and Simulation Pub Date : 2024-08-20 DOI:10.1080/00949655.2024.2386391

Danish Wasim, Muhammad Suhail, Olayan Albalawi, Maha Shabbir

引用次数: 0

摘要

当多重共线性和 y 方向异常值问题同时出现时，OLS 和脊回归（RR）估计值会受到不利影响。带有惩罚性参数的稳健岭回归（RR）是一种有效的方法。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Weighted penalized m-estimators in robust ridge regression: an application to gasoline consumption data

The OLS and ridge regression (RR) estimators are adversely affected, when the problem of multicollinearity and y-direction outliers occur together. The robust ridge regression with penalized parame...

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来源期刊

Journal of Statistical Computation and Simulation 数学-计算机：跨学科应用

CiteScore

2.30

自引率

8.30%

发文量

156

审稿时长

4-8 weeks

期刊介绍： Journal of Statistical Computation and Simulation ( JSCS ) publishes significant and original work in areas of statistics which are related to or dependent upon the computer. Fields covered include computer algorithms related to probability or statistics, studies in statistical inference by means of simulation techniques, and implementation of interactive statistical systems. JSCS does not consider applications of statistics to other fields, except as illustrations of the use of the original statistics presented. Accepted papers should ideally appeal to a wide audience of statisticians and provoke real applications of theoretical constructions.