The principal correlation components estimator and its optimality

DOI10.1007/S00362-015-0678-YzbMATH Open1349.62321OpenAlexW1990988966MaRDI QIDQ345375FDOQ345375

Authors Wenxing Guo, Xiao Hui Liu, Shangli Zhang 

Publication date 1 December 2016

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00362-015-0678-y

zbMATH Keywords

admissible estimatorbalanced loss functionleast squares estimatorPitman closeness criterionprincipal components regression estimatorprincipal correlation components estimator

Mathematics Subject Classification ID

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

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Cited In (4)

• Correlated component regression: re-thinking regression in the presence of near collinearity
• Convergence rate of eigenvector empirical spectral distribution of large Wigner matrices
• Title not available (Why is no real title available?)
• THE SMALL SAMPLE PROPERTIES OF THE PRINCIPAL COMPONENTS ESTIMATOR FOR REGRESSION COEFFICIENTS

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