On almost unbiased two-parameter ridge-type M-estimatorfor linear regression model
Considering the existence of multicollinearity in the design matrix of the linear model,this paper proposed a new ridge-type M-estimatorfor almost unbiased two-parameter based on almost unbiased estimation and two parameter ridge-type M-estimator.Under the mean square errorcriterion,the proposed estimator outperforms two-parameter ridge M-estimator and the almost unbiased two-parameter ridge estimate.Moreover,a numerical example experiment was presented to verify the validity of the estimation method and conclusions.
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