Near optimal prediction from relevant components

DOI10.1111/J.1467-9469.2011.00770.XMaRDI QIDQ3145563zbMATH OpenOpenAlexFDO

Authors Inge S. Helland, Håkon Tjelmeland, Solve Saebo

Publication date 21 December 2012

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

Full work available at URL https://doi.org/10.1111/j.1467-9469.2011.00770.x

zbMATH Keywords

Markov chain Monte CarloBayesian estimationinvariant measuregroupequivarianceenvelope modelpartial least squares model

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Linear regression; mixed models (62J05) Numerical analysis or methods applied to Markov chains (65C40) Estimation in multivariate analysis (62H12)

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Cited in

(4)

• An alternative foundation of quantum theory
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• Symmetry in a space of conceptual variables

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