Krylov sequences as a tool for analysing iterated regression algorithms

DOI10.1111/J.1467-9469.2009.00668.XMaRDI QIDQ3077788zbMATH OpenOpenAlexFDO

Authors Anders Björkström

Publication date 22 February 2011

Published in Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9469.2009.00668.x

zbMATH Keywords

partial least squaresprincipal components regressionridge regressionshrinkage factor

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Factor analysis and principal components; correspondence analysis (62H25) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

Recommendations

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Cites work

• scientific article; zbMATH DE number 4163945 (Why is no real title available?)
• scientific article; zbMATH DE number 472964 (Why is no real title available?)
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• The Peculiar Shrinkage Properties of Partial Least Squares Regression

Cited in

(2)

• A two-step PLS inspired method for linear prediction with group effect
• Properties of cyclic subspace regression

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