A stochastic restricted principal components regression estimator in the linear model

DOI10.1155/2014/231506zbMath1328.62375WikidataQ55440400 ScholiaQ55440400MaRDI QIDQ904599

Yan Wu, Dao-Jiang He

Publication date: 13 January 2016

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

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

Mathematics Subject Classification ID

62H25: Factor analysis and principal components; correspondence analysis

62J07: Ridge regression; shrinkage estimators (Lasso)

Related Items

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, Stochastic restricted biased estimators in misspecified regression model with incomplete prior information

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