On Distribution-Weighted Partial Least Squares with Diverging Number of Highly Correlated Predictors

DOI10.1111/j.1467-9868.2008.00697.xzbMath1248.62097MaRDI QIDQ2920280

Li Xing Zhu, Li-ping Zhu

Publication date: 16 October 2012

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9868.2008.00697.x

zbMATH Keywords

distribution functions; least squares estimation; inverse regression; collinearity; central subspace

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62H12: Estimation in multivariate analysis

62H20: Measures of association (correlation, canonical correlation, etc.)

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