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
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
Journal title :
Linear Algebra and its Applications
