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  • Search: subject:"Principal components regression"
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Year of publication
Subject
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Principal components regression 6 Regression analysis 6 Regressionsanalyse 6 Estimation theory 4 Schätztheorie 4 Kleinste-Quadrate-Methode 3 Least squares method 3 Partial least squares 3 Partielle kleinste Quadrate 3 Dimensionality reduction 2 LASSO 2 Multicollinearity 2 Portfolio selection 2 Portfolio-Management 2 Ridge regression 2 Shrinkage 2 Africa 1 Afrika 1 Balanced panel data 1 Biased estimators 1 Demand and Price Analysis 1 Dimension reduction 1 Economic growth 1 Efficient Portfolios 1 Efficient portfolios 1 High-dimensional data 1 House Advantage 1 Imputation 1 Mean square error matrix Multicollinearity Ordinary ridge regression estimator Principal components regression estimator r 1 Missing data 1 Misspecification 1 National income 1 Nationaleinkommen 1 Ordinary ridge regression estimator 1 Panel 1 Panel study 1 Partial Least Squares (PLS) 1 Partial least squares (PLS) 1 Partial least squares regression 1 Pitman closeness criterion 1
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Online availability
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Free 5 Undetermined 5
Type of publication
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Article 8 Book / Working Paper 4
Type of publication (narrower categories)
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Article in journal 4 Aufsatz in Zeitschrift 4 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Working Paper 2
Language
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English 6 Undetermined 6
Author
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Ciuiu, Daniel 2 Sarkar, Nityananda 2 Vigo, Caio 2 Costinescu, Cristian 1 Franses, Philip Hans 1 Kaçıranlar, Selahattin 1 Saikia, B. 1 Sanint, Luis R. 1 Sapra, Sunil K. 1 Singh, Ashok K. 1 Singh, R. 1 Vasilev, Simeon 1 Özkale, M. 1
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2
Published in...
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MPRA Paper 2 Agricultural Economics Research 1 Annals of the Institute of Statistical Mathematics 1 Asian African journal of economics and econometrics 1 Econometric Institute research papers 1 International review of financial analysis 1 Statistical Papers / Springer 1 Statistics & Probability Letters 1 The empirical economics letters : a monthly international journal of economics 1 The journal of gambling business and economics 1 Working papers series in theoretical and applied economics 1
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Source
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ECONIS (ZBW) 6 RePEc 6
Showing 1 - 10 of 12
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Portfolio efficiency with high-dimensional data as conditioning information
Vigo, Caio - 2020
Persistent link: https://www.econbiz.de/10012312850
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Real GDP growth in Africa, 1963-2016
Franses, Philip Hans; Vasilev, Simeon - 2019
Persistent link: https://www.econbiz.de/10012149754
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Portfolio efficiency with high-dimensional data as conditioning information
Vigo, Caio - In: International review of financial analysis 77 (2021), pp. 1-23
Persistent link: https://www.econbiz.de/10012806338
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On free play and tribal gaming taxes
Singh, Ashok K. - In: The journal of gambling business and economics 12 (2018) 2, pp. 45-65
Persistent link: https://www.econbiz.de/10012320613
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An empirical comparison of principal components and partial least squares regression for high-dimensional data
Sapra, Sunil K. - In: The empirical economics letters : a monthly … 16 (2017) 10, pp. 995-1002
Persistent link: https://www.econbiz.de/10011907062
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Pattern classification using principal components regression
Ciuiu, Daniel - Volkswirtschaftliche Fakultät, … - 2008
components regression (PCR). We will also present a financial application in which we apply PCR if the points represent the …In this paper we will classify patterns using an algorithm analogous to the k-means algorithm and the principal …
Persistent link: https://www.econbiz.de/10005042702
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The Monte Carlo method to find eigenvalues and eigenvectors
Ciuiu, Daniel; Costinescu, Cristian - Volkswirtschaftliche Fakultät, … - 2008
account that the minimum sum of the squares in the principal components regression (PCR) is given by the corresponding …
Persistent link: https://www.econbiz.de/10005042726
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A comparative study on countermeasures for handling multicollinearity in regression analysis
Saikia, B.; Singh, R. - In: Asian African journal of economics and econometrics 14 (2014) 2, pp. 163-174
Persistent link: https://www.econbiz.de/10010485817
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Comparisons of the r − k class estimator to the ordinary least squares estimator under the Pitman’s closeness criterion
Özkale, M.; Kaçıranlar, Selahattin - In: Statistical Papers 49 (2008) 3, pp. 503-512
Persistent link: https://www.econbiz.de/10008486818
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Applying Principal Components Regression Analysis to Time Series Demand Estimation
Sanint, Luis R. - In: Agricultural Economics Research (1982) 3
because of problems with multicollinearity An alternative approach, principal components regression, was tried Results showed … that principal components regression estimates were more consistent with theoretical expectations and were statistically …
Persistent link: https://www.econbiz.de/10010882099
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