Efficiency of two classes of stochastic restricted almost unbiased type principal component estimators in linear regression model
DOI10.1080/03610926.2015.1137598zbMath1462.62446OpenAlexW2471819809MaRDI QIDQ4634799
Publication date: 11 April 2018
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2015.1137598
multicollinearityalmost unbiased Liu estimatoralmost unbiased ridge estimatorprinciple component regressionstochastic restriction.
Factor analysis and principal components; correspondence analysis (62H25) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)
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