The principal correlation components estimator and its optimality
Publication:345375
DOI10.1007/S00362-015-0678-YzbMath1349.62321OpenAlexW1990988966MaRDI QIDQ345375
Wenxing Guo, Shang-Li Zhang, Xiao Hui Liu
Publication date: 1 December 2016
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-015-0678-y
least squares estimatoradmissible estimatorbalanced loss functionPitman closeness criterionprincipal components regression estimatorprincipal correlation components estimator
Factor analysis and principal components; correspondence analysis (62H25) Ridge regression; shrinkage estimators (Lasso) (62J07) Point estimation (62F10)
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