Partial least squares algorithm yields shrinkage estimators

DOI10.1214/aos/1032894467zbMath0859.62067OpenAlexW2071712130MaRDI QIDQ1816575

Constantinos Goutis

Publication date: 9 April 1997

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1032894467

zbMATH Keywords

chemometricsshrinkagecollinearitygeometric proofbiased estimationordinary least squares estimatesdata compression methodssequential construction algorithm of partial least squares

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites Work

• The geometry of 2-block partial least squares regression
• On the structure of partial least squares regression
• Comparison of prediction methods for multicollinear data
• A Statistical View of Some Chemometrics Regression Tools
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