Combining two-parameter and principal component regression estimators
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Publication:1926093
DOI10.1007/s00362-011-0364-7zbMath1416.62402MaRDI QIDQ1926093
Publication date: 27 December 2012
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-011-0364-7
multicollinearity; \(r\)-\(d\) class estimator; \(r\)-\(k\) class estimator; two-parameter estimator; mean squared error matrix
62H25: Factor analysis and principal components; correspondence analysis
62H12: Estimation in multivariate analysis
62J07: Ridge regression; shrinkage estimators (Lasso)
62J05: Linear regression; mixed models
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