The principal correlation components estimator and its optimality

DOI10.1007/s00362-015-0678-yzbMath1349.62321OpenAlexW1990988966MaRDI QIDQ345375

Wenxing Guo, Shang-Li Zhang, Xiao Hui Liu

Publication date: 1 December 2016

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-015-0678-y

zbMATH Keywords

least squares estimatoradmissible estimatorbalanced loss functionPitman closeness criterionprincipal components regression estimatorprincipal correlation components estimator

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Ridge regression; shrinkage estimators (Lasso) (62J07) Point estimation (62F10)

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