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Robust Liu estimator for regression based on an M-estimator

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  • Olcay Arslan
  • Nedret Billor

Abstract

Consider the regression model y = beta 0 1 + Xbeta + epsilon. Recently, the Liu estimator, which is an alternative biased estimator beta L (d) = (X'X + I) -1 (X'X + dI)beta OLS , where 0

Suggested Citation

  • Olcay Arslan & Nedret Billor, 2000. "Robust Liu estimator for regression based on an M-estimator," Journal of Applied Statistics, Taylor & Francis Journals, vol. 27(1), pages 39-47.
    • Handle: RePEc:taf:japsta:v:27:y:2000:i:1:p:39-47
    DOI: 10.1080/02664760021817
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    Cited by:

    1. M. Norouzirad & M. Arashi, 2019. "Preliminary test and Stein-type shrinkage ridge estimators in robust regression," Statistical Papers, Springer, vol. 60(6), pages 1849-1882, December.
    2. Çetin, Meral, 2009. "Robust model selection criteria for robust Liu estimator," European Journal of Operational Research, Elsevier, vol. 199(1), pages 21-24, November.

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