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A note on combining ridge and principal component regression |
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| Authors: | Masuo Nomura Tsuneharu Ohkubo |
| Affiliation: | Kobe University of Commerce , Tarumi-ku , Kobe , 655 , Japan |
| Abstract: | Baye and Parker (1984) proposed the r-k class estimator. The purpose of this note is to deal with the comparisons among the r-k class estimators in terms of the mean square error criterion. |
| Keywords: | mean square error r-k class estimator |