Robust ridge M-estimators with pretest and Stein-rule shrinkage for an intercept term
Shih, Jia-Han, Lin, Ting-Yu, Jimichi, Masayuki, Emura, TakeshiJournal:
Japanese Journal of Statistics and Data Science
DOI:
10.1007/s42081-020-00089-6
Date:
October, 2020
File:
PDF, 2.42 MB
2020