Title of article
A class of statistical estimators related to principal components Original Research Article
Author/Authors
Richard William Farebrother، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1999
Pages
6
From page
121
To page
126
Abstract
In this paper we investigate the algebraic relationships between some of the more familiar estimation and testing procedures employed in multivariate econometrics and the principal components and continuum regression techniques of multivariate statistics.
Keywords
Econometric theory , k-c1ass estimation: Limited informationmaximum likelihood estimation , multivariate statistics , ridge regression , Continuum regression
Journal title
Linear Algebra and its Applications
Serial Year
1999
Journal title
Linear Algebra and its Applications
Record number
822657
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