A note on combining ridge and principal component regression
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Publication:3721629
DOI10.1080/03610928508829057zbMath0592.62063MaRDI QIDQ3721629
Masuo Nomura, Tsuneharu Ohkubo
Publication date: 1985
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610928508829057
mean square error; ordinary least squares; OLS; principal components regression; r-k class estimator; ordinary ridge regression
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