PLS regression: A directional signal-to-noise ratio approach
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References listed on IDEAS
- 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.
- O. C. Lingjaerde, 2000. "Shrinkage Structure of Partial Least Squares," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 27(3), pages 459-473.
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- Kondylis, Athanassios & Whittaker, Joe, 2008. "Spectral preconditioning of Krylov spaces: Combining PLS and PC regression," Computational Statistics & Data Analysis, Elsevier, vol. 52(5), pages 2588-2603, January.
- Druilhet, Pierre & Mom, Alain, 2008. "Shrinkage structure in biased regression," Journal of Multivariate Analysis, Elsevier, vol. 99(2), pages 232-244, February.
More about this item
KeywordsBiased regression Constrained least squares Regression on components Partial least squares Principal components Shrinkage;
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