Some comments on: Comparisons of the \(r\)-\(k\) class estimator to the ordinary least squares estimator under the Pitman's closeness criterion.

DOI10.1007/S00362-010-0361-2zbMath1440.62283OpenAlexW2027857141MaRDI QIDQ452317

Jibo Wu, Hu Yang, Wenxue Li

Publication date: 20 September 2012

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

Full work available at URL: https://doi.org/10.1007/s00362-010-0361-2

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Point estimation (62F10)

Related Items (3)

The small sample properties of the restricted principal component regression estimator in linear regression model ⋮ PMC theorems on PCR-ridge class estimators ⋮ More on the unbiased ridge regression estimation

Cites Work

• Unnamed Item
• Comparisons of the \(r\)-\(k\) class estimator to the ordinary least squares estimator under the Pitman's closeness criterion
• Comparison of Linear Estimators Using Pitman's Measure of Closeness

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