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

DOI10.1080/03610918.2017.1335407OpenAlexW2620669144MaRDI QIDQ5084979FDOQ5084979

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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Cited In (1)

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

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