A stochastic restricted principal components regression estimator in the linear model

DOI10.1155/2014/231506zbMath1328.62375OpenAlexW1967336633WikidataQ55440400 ScholiaQ55440400MaRDI QIDQ904599

Yan Wu, Dao-Jiang He

Publication date: 13 January 2016

Published in: The Scientific World Journal. Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/231506

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Ridge regression; shrinkage estimators (Lasso) (62J07)

Related Items (3)

Stochastic restricted biased estimators in misspecified regression model with incomplete prior information ⋮ Estimation of parameters in linear mixed measurement error models with stochastic linear restrictions ⋮ Diagnostic measures for the restricted Liu estimator in linear measurement error models

Cites Work

• Unnamed Item
• Unnamed Item
• A new stochastic mixed ridge estimator in linear regression model
• An alternative stochastic restricted Liu estimator in linear regression
• A stochastic restricted ridge regression estimator
• Linear models. Least squares and alternatives
• Combining two-parameter and principal component regression estimators
• A Stochastic Restricted Two-Parameter Estimator in Linear Regression Model
• On the restrictedr–kclass estimator and the restrictedr–dclass estimator in linear regression
• A stochastic restrictedk–dclass estimator
• A new class of blased estimate in linear regression
• Mean Squared Error Matrix Comparisons of Some Biased Estimators in Linear Regression
• Using Liu-Type Estimator to Combat Collinearity
• On the Use of Incomplete Prior Information in Regression Analysis
• A new ridge-type estimator in stochastic restricted linear regression
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• A Note on Regression when There is Extraneous Information about One of the Coefficients

This page was built for publication: A stochastic restricted principal components regression estimator in the linear model