A Class of s–K Type Principal Components Estimators in the Linear Model

DOI10.1080/03610918.2014.920878zbMath1347.62140OpenAlexW2020169397MaRDI QIDQ2821036

Yan Wu, Kai Xu, Dao-Jiang He

Publication date: 16 September 2016

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2014.920878

zbMATH Keywords

multicollinearityStein estimatorprincipal components estimator\(r\)-\(k\) estimator\(s\)-\(K\) estimator

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Ridge regression; shrinkage estimators (Lasso) (62J07) Point estimation (62F10)

Cites Work

• A new stochastic mixed ridge estimator in linear regression model
• Nonnegative and positive definiteness of matrices modified by two matrices of rank one
• Combining two-parameter and principal component regression estimators
• On the performance of biased estimators in the linear regression model with correlated or heteroscedastic errors
• On the restrictedr–kclass estimator and the restrictedr–dclass estimator in linear regression
• A Simulation Study of Ridge Regression Estimators with Autocorrelated Errors
• A New Two-Parameter Estimator in Linear Regression
• A new class of blased estimate in linear regression
• Mean Squared Error Matrix Comparisons of Some Biased Estimators in Linear Regression
• Unnamed Item

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