THE PREDICTIVE PERFORMANCE EVALUATION AND NUMERICAL EXAMPLE STUDY FOR THE PRINCIPAL COMPONENT TWO-PARAMETERS ESTIMATOR

Authors

  • R. LI
  • F. LI
  • J. W. HUANG

DOI:

https://doi.org/10.52292/j.laar.2018.223

Keywords:

Prediction Mean Squared Error, Principal Component Two-parameter estimator, r-k estimator, ride regression estimator, Liu estimator, r-d estimator

Abstract

In this paper, detailed comparisons are given between those estimators that can be derived from the principal component two-parameter estimator such as the ordinary least squares estimator, the principal components regression estimator, the ridge regression estimator, the Liu estimator, the r-k estimator and the r-d estimator by the prediction mean square error criterion. In addition, conditions for the superiority of the principal component two-parameter estimator over the others are obtained. Furthermore, a numerical example study is conducted to compare these estimators under the prediction mean squared error criterion.

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Published

2019-10-08

Issue

Vol. 48 No. 3 (2018): Latin American Applied Research

Section

Control and Information Processing

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