The Peculiar Shrinkage Properties of Partial Least Squares Regression
From MaRDI portal
Publication:4506003
DOI10.1111/1467-9868.00252zbMath0963.62057OpenAlexW2066772060MaRDI QIDQ4506003
Neil A. Butler, Michael C. Denham
Publication date: 3 July 2001
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9868.00252
partial least squaresridge regressionprincipal componentsordinary least squaresregularized regression
Related Items (15)
A Unified Framework to Study the Properties of the PLS Vector of Regression Coefficients ⋮ A method for screening active effects in supersaturated designs ⋮ APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001 ⋮ A two-stage variable selection strategy for supersaturated designs with multiple responses ⋮ Characterization of estimators uniformly shrinking on subspaces ⋮ Iterative Partial Least Squares with Right‐Censored Data Analysis: A Comparison to Other Dimension Reduction Techniques ⋮ Survival prediction using gene expression data: a review and comparison ⋮ An overview on the shrinkage properties of partial least squares regression ⋮ PLS regression: a directional signal-to-noise ratio approach ⋮ Shrinkage structure in biased regression ⋮ Krylov Sequences as a Tool for Analysing Iterated Regression Algorithms ⋮ Spectral preconditioning of Krylov spaces: combining PLS and PC regression ⋮ Sparse Partial Least Squares Regression for Simultaneous Dimension Reduction and Variable Selection ⋮ The wavelet transforms and statistical models for near infrared spectra analysis ⋮ A faster algorithm for ridge regression of reduced rank data
This page was built for publication: The Peculiar Shrinkage Properties of Partial Least Squares Regression