Comparisons of the \(r\)-\(k\) class estimator to the ordinary least squares estimator under the Pitman's closeness criterion
DOI10.1007/S00362-006-0029-0zbMath1148.62054OpenAlexW2008545906MaRDI QIDQ946259
Selahattin Kaçıranlar, M. Revan Özkale
Publication date: 22 September 2008
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-006-0029-0
multicollinearity\(r\)-\(k\) class estimatorPitman closeness criterionprincipal components regression estimatorordinary ridge regression estimator
Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Point estimation (62F10)
Related Items (7)
Cites Work
- Mean square error matrix comparison of some estimators in linear regressions with multicollinearity
- Comparison of Linear Estimators Using Pitman's Measure of Closeness
- A note on combining ridge and principal component regression
- THE SMALL SAMPLE PROPERTIES OF THE PRINCIPAL COMPONENTS ESTIMATOR FOR REGRESSION COEFFICIENTS
- The pitman nearness criterion and its determination
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
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