On a principal component two-parameter estimator in linear model with autocorrelated errors
Year of publication: |
2015
|
---|---|
Authors: | Huang, Jiewu ; Yang, Hu |
Published in: |
Statistical Papers. - Springer. - Vol. 56.2015, 1, p. 217-230
|
Publisher: |
Springer |
Subject: | Autocorrelation | Multicollinearity | Principal component two-parameter estimator | Generalized least squares estimator | Mean squared error matrix |
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