THE SMALL SAMPLE PROPERTIES OF THE PRINCIPAL COMPONENTS ESTIMATOR FOR REGRESSION COEFFICIENTS

DOI10.1081/STA-120002651zbMATH Open1008.62627MaRDI QIDQ4540720FDOQ4540720

Ming Lin, Laisheng Wei

Publication date: 28 July 2002

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

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Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Cites Work

• The Pitman comparison of unbiased linear estimators
• Comparison of Linear Estimators Using Pitman's Measure of Closeness
• The pitman nearness criterion and its determination
• Title not available (Why is that?)
• The Stein paradox in the sense of the Pitman measure of closeness
• A Comparison of james–sten regression with least squares in the pitman nearness sense
• Mixed regression estimator under misspecification

Cited In (8)

• Adaptive unified biased estimators of parameters in linear model
• Comparisons of the \(r\)-\(k\) class estimator to the ordinary least squares estimator under the Pitman's closeness criterion
• Title not available (Why is that?)
• A Summary of Some Research on PC and Bayesian PC Criterion in China
• Title not available (Why is that?)
• Title not available (Why is that?)
• The small sample properties of the restricted principal component regression estimator in linear regression model
• Title not available (Why is that?)

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