Mean square error matrix comparison of some estimators in linear regressions with multicollinearity
type: Item
instance of: scholarly article
title: Mean square error matrix comparison of some estimators in linear regressions with multicollinearity
zbMATH Open document ID: 1059.62560
DOI: 10.1016/0167-7152(95)00211-1
author: Nityananda Sarkar
published in: Statistics \& Probability Letters
publication date: 1996-01-01T00:00:00Z
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62F10
Mathematics Subject Classification ID: 62H25
Mathematics Subject Classification ID: 62J07
zbMATH DE Number: 954941
zbMATH Keywords: mean square error matrix
zbMATH Keywords: multicollinearity
zbMATH Keywords: ordinary ridge regression estimator
zbMATH Keywords: principal components regression estimator
zbMATH Keywords: \(r\)-\(k\) class estimator
MaRDI profile type: Publication
full work available at URL: 0167-7152(95)00211-1
OpenAlex ID: W1970459447
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cites work: Comparisons among some estimators in misspecified linear models with multicollinearity
cites work: Mean square error matrix comparisons of estimators in linear regression
cites work: Mean squared error matrix comparisons between biased estimators — An overview of recent results
description: scientific article; zbMATH DE number 954941