Combining two-parameter and principal component regression estimators
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DOI: 10.1007/s00362-011-0364-7
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References listed on IDEAS
- Yalian Li & Hu Yang, 2010. "A new stochastic mixed ridge estimator in linear regression model," Statistical Papers, Springer, vol. 51(2), pages 315-323, June.
- Özkale, M. Revan & KaçIranlar, Selahattin, 2007. "Superiority of the r-d class estimator over some estimators by the mean square error matrix criterion," Statistics & Probability Letters, Elsevier, vol. 77(4), pages 438-446, February.
- Sarkar, Nityananda, 1996. "Mean square error matrix comparison of some estimators in linear regressions with multicollinearity," Statistics & Probability Letters, Elsevier, vol. 30(2), pages 133-138, October.
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Cited by:
- R. Salmerón & J. García & C. B. García & M. M. López Martín, 2017. "A note about the corrected VIF," Statistical Papers, Springer, vol. 58(3), pages 929-945, September.
- Heewon Park & Sadanori Konishi, 2017. "Principal component selection via adaptive regularization method and generalized information criterion," Statistical Papers, Springer, vol. 58(1), pages 147-160, March.
- Jiewu Huang & Hu Yang, 2015. "On a principal component two-parameter estimator in linear model with autocorrelated errors," Statistical Papers, Springer, vol. 56(1), pages 217-230, February.
- Gargi Tyagi & Shalini Chandra, 2017. "A Note on the Performance of Biased Estimators with Autocorrelated Errors," International Journal of Mathematics and Mathematical Sciences, Hindawi, vol. 2017, pages 1-12, January.
- Marconi, Gabriele, 2014. "European higher education policies and the problem of estimating a complex model with a small cross-section," MPRA Paper 87600, University Library of Munich, Germany.
- Shuichi Kawano, 2021. "Sparse principal component regression via singular value decomposition approach," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 15(3), pages 795-823, September.
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More about this item
Keywords
Multicollinearity; r − k Class estimator; r − d Class estimator; Two-parameter estimator; Mean squared error matrix; 62J07; 62F03;All these keywords.
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