The asymptotic variance of the univariate PLS estimator

DOI10.1016/S0024-3795(01)00357-3MaRDI QIDQ1855360zbMATH OpenFDO

Authors Yanyan Li

Publication date 5 February 2003

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

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)

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Cites work

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• scientific article; zbMATH DE number 3271181 (Why is no real title available?)
• A Statistical View of Some Chemometrics Regression Tools
• A simulation study on comparison of prediction methods when only a few components are relevant
• Asymptotics of eigenvalues and unit-length eigenvectors of sample variance and correlation matrices
• Multivariate Calibration — Direct and Indirect Regression Methodology
• On the structure of partial least squares regression
• Principal component analysis.
• 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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