Comparison of Prediction Methods When Only a Few Components are Relevant

DOI10.2307/2290861MaRDI QIDQ4305730zbMATH OpenOpenAlexFDO

Authors Inge S. Helland, Trygve Almøy

Publication date 27 September 1994

Full work available at URL https://doi.org/10.2307/2290861

zbMATH Keywords

expected prediction errorirrelevant eigenvaluesmaximum likelihood-type methodmultiple regression modelpartial least squares regressionpredictionprediction abilityprincipal component regressionrelevant components

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Linear inference, regression (62J99)

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