r-k Class estimation in regression model with concomitant variables

Masayuki Jimichi and Nobuo Inagaki

Annals of the Institute of Statistical Mathematics, 1996, vol. 48, issue 1, 89-95

Keywords: Concomitant variables; multicollinearity; ordinary least squares estimator; ordinary ridge regression estimator; principal component regression estimator; r-k class estimator (search for similar items in EconPapers)
Date: 1996
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DOI: 10.1007/BF00049291

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