A class of statistical estimators related to principal components

DOI10.1016/S0024-3795(97)10006-4zbMath0924.62067OpenAlexW2087866841WikidataQ127352073 ScholiaQ127352073MaRDI QIDQ1300821

Richard William Farebrother

Publication date: 9 November 1999

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0024-3795(97)10006-4

zbMATH Keywords

ridge regressionsimultaneous equationscontinuum regressionk-class estimationlimited information maximum likelihood estimationsingle equation models

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Linear regression; mixed models (62J05)

Related Items (2)

Supplementary notes on the least variance ratio estimator ⋮ Notes on the prehistory of principal components analysis

Cites Work

• Tests of overidentification and predeterminedness in simultaneous equation models
• The graph of the k-class estimator. An algebraic and statistical interpretation
• Joint Continuum Regression for Multiple Predictands
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