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

DOI10.1081/STA-120002651MaRDI QIDQ4540720zbMATH OpenFDO

Authors Ming Lin, Laisheng Wei

Publication date 28 July 2002

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

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

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Cites work

• scientific article; zbMATH DE number 108514 (Why is no real title available?)
• A Comparison of james–sten regression with least squares in the pitman nearness sense
• Comparison of Linear Estimators Using Pitman's Measure of Closeness
• Mixed regression estimator under misspecification
• The Pitman comparison of unbiased linear estimators
• The Stein paradox in the sense of the Pitman measure of closeness
• The pitman nearness criterion and its determination

Cited in

(9)

• A summary of some research on PC and Bayesian PC criterion in China
• 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
• scientific article; zbMATH DE number 4151634 (Why is no real title available?)
• scientific article; zbMATH DE number 3967721 (Why is no real title available?)
• scientific article; zbMATH DE number 4157706 (Why is no real title available?)
• The small sample properties of the restricted principal component regression estimator in linear regression model
• The principal correlation components estimator and its optimality
• scientific article; zbMATH DE number 1536238 (Why is no real title available?)

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