Performance of the principal component two-parameter estimator in misspecified linear regression model (Q5084979)

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scientific article; zbMATH DE number 7550086
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    Performance of the principal component two-parameter estimator in misspecified linear regression model
    scientific article; zbMATH DE number 7550086

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      Performance of the principal component two-parameter estimator in misspecified linear regression model (English)
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      29 June 2022
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      average loss criterion
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      Mahalanobis loss function
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      misspecification
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      multicollinearity
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      principal component two-parameter estimator
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