Gelişmiş Arama

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dc.contributor.authorAcıtaş, Şükrü
dc.contributor.authorŞenoğlu, Birdal
dc.date.accessioned2019-10-20T09:31:14Z
dc.date.available2019-10-20T09:31:14Z
dc.date.issued2019
dc.identifier.issn1028-6276
dc.identifier.issn2364-1819
dc.identifier.urihttps://dx.doi.org/10.1007/s40995-018-0528-6
dc.identifier.urihttps://hdl.handle.net/11421/17641
dc.descriptionWOS: 000461317600026en_US
dc.description.abstractRidge regression is widely used to deal with the multicollinearity problem. However, traditional ridge estimator (Hoerl and Kennard 1970) loses its efficiency in the presence of outliers, since it is obtained based on least squares (LS) estimation. Therefore, Silvapulle (1991) proposes ridge-type M-estimator to cope with the problems imposed by outliers. In this study, we also propose a new ridge-type estimator by following the similar lines as in Silvapulle (1991). However, here we use a modified maximum likelihood (MML) estimator instead of an M-estimation, because they are robust to outliers and at least as good as M-estimators when the error distribution is modeled as long-tailed symmetric (LTS). The proposed estimator is called as ridge-type MML estimator since it is obtained based on MML estimator. We conduct a Monte-Carlo simulation study to compare the performance of the proposed estimator with the traditional ridge estimator and ridge-type M-estimator. It is seen that proposed estimator outperforms its rivals in terms of the mean square error (MSE) criterion. Real life data is also considered to show the implementation of the proposed estimator.en_US
dc.language.isoengen_US
dc.publisherSpringer International Publishing Agen_US
dc.relation.isversionof10.1007/s40995-018-0528-6en_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectRidge Estimatoren_US
dc.subjectModified Maximum Likelihooden_US
dc.subjectLong-Tailed Symmetricen_US
dc.subjectRobustnessen_US
dc.subjectMonte-Carlo Simulationen_US
dc.titleRidge-Type MML Estimator in the Linear Regression Modelen_US
dc.typearticleen_US
dc.relation.journalIranian Journal of Science and Technology Transaction A-Scienceen_US
dc.contributor.departmentAnadolu Üniversitesi, Fen Fakültesi, İstatistik Bölümüen_US
dc.identifier.volume43en_US
dc.identifier.issueA2en_US
dc.identifier.startpage589en_US
dc.identifier.endpage599en_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US


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