The Degrees of Freedom of Partial Least Squares Regression

DOI10.1198/JASA.2011.TM10107zbMath1232.62099arXiv1002.4112OpenAlexW2137211388WikidataQ112778551 ScholiaQ112778551MaRDI QIDQ86894

Nicole Krämer, Masashi Sugiyama, Masashi Sugiyama, Nicole Krämer

Publication date: June 2011

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1002.4112

zbMATH Keywords

model selectiondimensionality reductionKrylov subspacesinformation criteria

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) General nonlinear regression (62J02)

Related Items (11)

Sparse functional partial least squares regression with a locally sparse slope function ⋮ Functional Principal Component Regression and Functional Partial Least‐squares Regression: An Overview and a Comparative Study ⋮ Determining the number of components in PLS regression on incomplete data set ⋮ Methodology and theory for partial least squares applied to functional data ⋮ A New Bootstrap-Based Stopping Criterion in PLS Components Construction ⋮ The three-pass regression filter: a new approach to forecasting using many predictors ⋮ A new universal resample-stable bootstrap-based stopping criterion for PLS component construction ⋮ plsdof ⋮ PLS for Big Data: a unified parallel algorithm for regularised group PLS ⋮ Computing Fréchet derivatives in partial least squares regression ⋮ Near Optimal Prediction from Relevant Components

This page was built for publication: The Degrees of Freedom of Partial Least Squares Regression