scientific article; zbMATH DE number 472964

zbMath0783.62049MaRDI QIDQ4272827

Rolf Sundberg

Publication date: 23 March 1994

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

sensitivitypartial least squarescross-validationpredictorsshrinkage estimatorsmultiple linear regressionnon-orthogonal regressorsnear collinearityfirst-factor continuum regressionmean-squared error efficientscalar compensation factorstandard ridge regression

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Related Items (11)

Kernel continuum regression ⋮ Continuum directions for supervised dimension reduction ⋮ Length modified ridge regression ⋮ Fixed-size least squares support vector machines: A large scale application in electrical load forecasting ⋮ Tensor-on-Tensor Regression ⋮ Functional continuum regression ⋮ Krylov Sequences as a Tool for Analysing Iterated Regression Algorithms ⋮ Derived components regression using the BACON algorithm ⋮ Partial least squares algorithm yields shrinkage estimators ⋮ Spectral preconditioning of Krylov spaces: combining PLS and PC regression ⋮ A class of statistical estimators related to principal components

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