PMC theorems on PCR-ridge class estimators
DOI10.1007/s42519-020-00150-3zbMath1458.62146OpenAlexW3118463212MaRDI QIDQ2223163
Yuanhan Li, Jerome P. Keating, Narayanaswamy Balakrishnan
Publication date: 28 January 2021
Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s42519-020-00150-3
multicollinearityprincipal component regression (PCR)\(r\)-\(k\) class estimatorsPitman's measure of closeness (PMC)
Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Convergence of probability measures (60B10)
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