Principal Components Regression by Using Generalized Principal Components Analysis

DOI10.14490/jjss.43.57OpenAlexW2153075481MaRDI QIDQ5413546

Isamu Nagai, Masakazu Fujiwara, Tomohiro Minamidani, Hirofumi Wakaki

Publication date: 30 April 2014

Published in: JOURNAL OF THE JAPAN STATISTICAL SOCIETY (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.14490/jjss.43.57

zbMATH Keywords

variable selectioncross validationlinear regression modelprincipal components analysisstep-up procedureMPCA

Mathematics Subject Classification ID

Statistics (62-XX)