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Comparisons of the \(r\)-\(k\) class estimator to the ordinary least squares estimator under the Pitman's closeness criterion - MaRDI portal

Comparisons of the \(r\)-\(k\) class estimator to the ordinary least squares estimator under the Pitman's closeness criterion (Q946259)

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scientific article; zbMATH DE number 5345712
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English
Comparisons of the \(r\)-\(k\) class estimator to the ordinary least squares estimator under the Pitman's closeness criterion
scientific article; zbMATH DE number 5345712

    Statements

    Comparisons of the \(r\)-\(k\) class estimator to the ordinary least squares estimator under the Pitman's closeness criterion (English)
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    22 September 2008
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    multicollinearity
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    Pitman closeness criterion
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    \(r\)-\(k\) class estimator
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    ordinary ridge regression estimator
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    principal components regression estimator
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