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Spectral preconditioning of Krylov spaces: Combining PLS and PC regression

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  • Kondylis, Athanassios
  • Whittaker, Joe
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    File URL: http://www.sciencedirect.com/science/article/B6V8V-4PRRBCY-1/2/a3d8e25a9c436f7a538e1c9fc81359da
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    Bibliographic Info

    Article provided by Elsevier in its journal Computational Statistics & Data Analysis.

    Volume (Year): 52 (2008)
    Issue (Month): 5 (January)
    Pages: 2588-2603

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    Handle: RePEc:eee:csdana:v:52:y:2008:i:5:p:2588-2603

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    Web page: http://www.elsevier.com/locate/csda

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    1. Li, Baibing & Martin, Elaine B. & Morris, A. Julian, 2002. "On principal component analysis in L1," Computational Statistics & Data Analysis, Elsevier, vol. 40(3), pages 471-474, September.
    2. Lang, Patrick M. & Brenchley, Jason M. & Nieves, Reinaldo G. & Kalivas, John H., 1998. "Cyclic Subspace Regression," Journal of Multivariate Analysis, Elsevier, vol. 65(1), pages 58-70, April.
    3. Aminghafari, Mina & Cheze, Nathalie & Poggi, Jean-Michel, 2006. "Multivariate denoising using wavelets and principal component analysis," Computational Statistics & Data Analysis, Elsevier, vol. 50(9), pages 2381-2398, May.
    4. Preda, C. & Saporta, G., 2005. "PLS regression on a stochastic process," Computational Statistics & Data Analysis, Elsevier, vol. 48(1), pages 149-158, January.
    5. Druilhet, Pierre & Mom, Alain, 2006. "PLS regression: A directional signal-to-noise ratio approach," Journal of Multivariate Analysis, Elsevier, vol. 97(6), pages 1313-1329, July.
    6. Preda, C. & Saporta, G., 2005. "Clusterwise PLS regression on a stochastic process," Computational Statistics & Data Analysis, Elsevier, vol. 49(1), pages 99-108, April.
    7. Kondylis, Athanassios & Hadi, Ali S., 2006. "Derived components regression using the BACON algorithm," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 556-569, November.
    8. Nguyen, Danh V. & Rocke, D.M.David M., 2004. "On partial least squares dimension reduction for microarray-based classification: a simulation study," Computational Statistics & Data Analysis, Elsevier, vol. 46(3), pages 407-425, June.
    9. Neil A. Butler & Michael C. Denham, 2000. "The peculiar shrinkage properties of partial least squares regression," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 62(3), pages 585-593.
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    Cited by:
    1. Poncela, Pilar & Rodríguez, Julio & Sánchez-Mangas, Rocío & Senra, Eva, 2011. "Forecast combination through dimension reduction techniques," International Journal of Forecasting, Elsevier, vol. 27(2), pages 224-237.

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