شماره ركورد كنفرانس
4109
عنوان مقاله
Asymptotic properties of shrinkage LAD estimators
پديدآورندگان
Norouzirad M Department of Statistics, School of Mathematical Sciences, Shahrood University of Technology, Shahrood, Iran , Arashi M Department of Statistics, School of Mathematical Sciences, Shahrood University of Technology, Shahrood, Iran , Ahmed S. E Department of Mathematics, Brock University, Canada
تعداد صفحه
12
كليدواژه
Asymptotic risk , LAD estimator , LAD , LASSO estimator , Shrinkage method
سال انتشار
1396
عنوان كنفرانس
يازدهمين سمينار ملي احتمال و فرآيندهاي تصادفي
زبان مدرك
انگليسي
چكيده فارسي
In the context of linear regression models, the least absolute deviations (LAD) is used when there are outliers. Selecting significant variables is very important; however, by choosing these variables, some information may be sacrificed. To prevent this, in our proposal, we can combine the full model estimates toward the candidate sub model, resulting in improved estimators in risk sense. Advantages of the proposed estimators over the usual LAD estimator are demonstrated through a real data example.
كشور
ايران
لينک به اين مدرک