An optimal property of the '(r,k ) class estimators'

Autor:	José Raúl Martínez, AV Valparaísoy, R Martinez
Rok vydání:	1990
Předmět:	Statistics and Probability Class (set theory) Mean squared error Estimation theory Linear regression Ordinary least squares Principal component analysis Statistics Estimator Applied mathematics Ridge (differential geometry) Mathematics
Zdroj:	Communications in Statistics - Theory and Methods. 19:1281-1289
ISSN:	1532-415X 0361-0926
DOI:	10.1080/03610929008830261
Popis:	The purpose of this work is to display optimal conditions, in terms of the Mean Square Error criterion of the (r,k) class estimators. This will be done with respect to the ordinary ridge repression, principal components and ordinary least squares estimate.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::e2bf6e87b4ee7a99e985668d49fddda5 https://doi.org/10.1080/03610929008830261 Zobrazit plný text záznamu