Weighted robust improved KL M-estimators for linear regression model in presence of multicollinearity and outliers: simulation and applications
In the presence of multicollinearity and outliers, the ordinary least squares (OLS) estimator becomes unstable. In addition, existing ridge and robust ridge estimators tend to become ineffective when there is significant contamination. This paper presents a novel class of weighted robust improved Ki...
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| Autores principales: | , , , |
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| Formato: | Artigo |
| Lenguaje: | Inglês |
| Publicado: |
Taylor & Francis
2026-03-01
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| Colección: | Research in Statistics |
| Materias: | |
| Acceso en línea: | https://www.tandfonline.com/doi/10.1080/27684520.2026.2641776 |
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