A stochastic restricted principal components regression estimator in the linear model

DOI10.1155/2014/231506MaRDI QIDQ904599zbMATH OpenOpenAlexWikidataFDO

Authors Yan Wu, Daojiang He

Publication date 13 January 2016

Published in The Scientific World Journal. Probability and Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2014/231506

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Ridge regression; shrinkage estimators (Lasso) (62J07)

Recommendations

• Two Stochastic Restricted Principal Components Regression Estimator in Linear Regression
• scientific article; zbMATH DE number 6796068
• Efficiency of two classes of stochastic restricted almost unbiased type principal component estimators in linear regression model
• A new stochastic mixed ridge estimator in linear regression model
• A generalized stochastic restricted ridge regression estimator

Cites work

• A new class of blased estimate in linear regression
• A new ridge-type estimator in stochastic restricted linear regression
• A new stochastic mixed ridge estimator in linear regression model
• A Note on Regression when There is Extraneous Information about One of the Coefficients
• A stochastic restricted k-d class estimator
• A stochastic restricted ridge regression estimator
• A stochastic restricted two-parameter estimator in linear regression model
• An alternative stochastic restricted Liu estimator in linear regression
• Combining two-parameter and principal component regression estimators
• scientific article; zbMATH DE number 3537102 (Why is no real title available?)
• scientific article; zbMATH DE number 1239310 (Why is no real title available?)
• Linear models. Least squares and alternatives
• Mean Squared Error Matrix Comparisons of Some Biased Estimators in Linear Regression
• On the restricted r-k class estimator and the restricted r-d class estimator in linear regression
• On the Use of Incomplete Prior Information in Regression Analysis
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Using Liu-Type Estimator to Combat Collinearity

Cited in

(11)

• Stochastic restricted biased estimators in misspecified regression model with incomplete prior information
• Stochastic restricted LASSO-type estimator in the linear regression model
• On restricted linear estimation for regression in stochastic processes
• Two Stochastic Restricted Principal Components Regression Estimator in Linear Regression
• The small sample properties of the restricted principal component regression estimator in linear regression model
• The principal component shrinkage estimates of the parameters in homogeneous linearly constrained regression model
• Efficiency of two classes of stochastic restricted almost unbiased type principal component estimators in linear regression model
• Estimation of parameters in linear mixed measurement error models with stochastic linear restrictions
• Diagnostic measures for the restricted Liu estimator in linear measurement error models
• Principal components regression estimator and a test for the restrictions
• Iterative stochastic restricted r-d class estimator in generalized linear models: application to binomial, Poisson and negative binomial distributions

This page was built for publication: A stochastic restricted principal components regression estimator in the linear model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q904599)