Two Stochastic Restricted Principal Components Regression Estimator in Linear Regression

DOI10.1080/03610926.2011.639004MaRDI QIDQ2864694zbMATH OpenOpenAlexFDO

Authors Jibo Wu, Hu Yang

Publication date 26 November 2013

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2011.639004

zbMATH Keywords

multicollinearityordinary least squares estimatorprincipal components regression estimatorordinary mixed estimator

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

• scientific article; zbMATH DE number 1239310 (Why is no real title available?)
• A new class of blased estimate in linear regression
• A new stochastic mixed ridge estimator in linear regression model
• An alternative stochastic restricted Liu estimator in linear regression
• Improvement of the Liu estimator in linear regression model
• Linear models. Least squares and alternatives
• Mean Squared Error Matrix Comparisons of Some Biased Estimators in Linear Regression
• Principal components regression estimator and a test for the restrictions
• Using Liu-Type Estimator to Combat Collinearity

Cited in

(9)

• Principal components regression estimator and a test for the restrictions
• Performance of the restricted almost unbiased type principal components estimators in linear regression model
• Comparison of some estimators under the Pitman's closeness criterion in linear regression model
• Efficiency of two classes of stochastic restricted almost unbiased type principal component estimators in linear regression model
• A stochastic restricted principal components regression estimator in the linear model
• The small sample properties of the restricted principal component regression estimator in linear regression model
• Eigendecomposition of the mean-variance portfolio optimization model
• Two classes of almost unbiased type principal component estimators in linear regression model
• Generalized preliminary test stochastic restricted estimator in the linear regression model

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