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Principal components regression estimator and a test for the restrictions - MaRDI portal

Principal components regression estimator and a test for the restrictions (Q5400797)

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scientific article; zbMATH DE number 6268739
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Principal components regression estimator and a test for the restrictions
scientific article; zbMATH DE number 6268739

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    Principal components regression estimator and a test for the restrictions (English)
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    12 March 2014
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    multicollinearity
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    principal components regression estimator
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    hypothesis testing
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    doubly non-central \(F\) distribution
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