The asymptotic variance of the univariate PLS estimator

DOI10.1016/S0024-3795(01)00357-3zbMATH Open1022.62024MaRDI QIDQ1855360FDOQ1855360

Authors: Yanyan Li 

Publication date: 5 February 2003

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

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zbMATH Keywords

asymptotic covariancepartial least squares regressionmatrix differential calculus

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Estimation in multivariate analysis (62H12) Calculus of vector functions (26B12)

Cites Work

• Principal component analysis.
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• Asymptotics of eigenvalues and unit-length eigenvectors of sample variance and correlation matrices
• On the structure of partial least squares regression
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• A Statistical View of Some Chemometrics Regression Tools
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• Multivariate Calibration — Direct and Indirect Regression Methodology
• A simulation study on comparison of prediction methods when only a few components are relevant
• The geometry of 2-block partial least squares regression

Cited In (1)

• Methodology and theory for partial least squares applied to functional data

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