Performance of the principal component two-parameter estimator in misspecified linear regression model

DOI10.1080/03610918.2017.1335407MaRDI QIDQ5084979zbMATH OpenOpenAlexFDO

Authors Xinfeng Chang

Publication date 29 June 2022

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

Full work available at URL https://doi.org/10.1080/03610918.2017.1335407

zbMATH Keywords

misspecificationmulticollinearityprincipal component two-parameter estimatoraverage loss criterionMahalanobis loss function

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites work

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• \(r-k\) class estimation in regression model with concomitant variables
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Cited in

(1)

• On the performance of principal component Liu-type estimator under the mean square error criterion

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