Efficiency of the restricted \(r\)-\(d\) class estimator in linear regression (Q273357)
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scientific article; zbMATH DE number 6571854
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| English | Efficiency of the restricted \(r\)-\(d\) class estimator in linear regression |
scientific article; zbMATH DE number 6571854 |
Statements
Efficiency of the restricted \(r\)-\(d\) class estimator in linear regression (English)
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21 April 2016
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balanced loss function
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\(r\)-\(d\) class estimator
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restricted \(r\)-\(d\) class estimator
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principal component regression estimator
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0.8916944861412048
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0.8649343848228455
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0.8296451568603516
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0.8188790678977966
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0.8170751333236694
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