\(r-k\) class estimation in regression model with concomitant variables
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Publication:1817410
DOI10.1007/BF00049291zbMath0860.62054OpenAlexW2157360465MaRDI QIDQ1817410
Nobuo Inagaki, Masayuki Jimichi
Publication date: 1 December 1996
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00049291
multicollinearityordinary least squares estimatorconcomitant variablesprincipal component regression estimatormisspecified linear modelordinary ridge regression estimatorr-k class estimationtotal mean square error
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Cites Work
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- Studies in the history of probability and statistics. V. A note on playing cards
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