A simple method to improve principal components regression
From MaRDI portal
Publication:6541578
DOI10.1002/STA4.288MaRDI QIDQ6541578FDOQ6541578
Publication date: 19 May 2024
Published in: Stat (Search for Journal in Brave)
Cites Work
- Nearly unbiased variable selection under minimax concave penalty
- The Adaptive Lasso and Its Oracle Properties
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Title not available (Why is that?)
- Estimation of the mean of a multivariate normal distribution
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- The Collinearity Problem in Linear Regression. The Partial Least Squares (PLS) Approach to Generalized Inverses
- A Biometrics Invited Paper. The Analysis and Selection of Variables in Linear Regression
- A Statistical View of Some Chemometrics Regression Tools
- Principal component-guided sparse regression
- On the ``degrees of freedom of the lasso
- The Estimation of Prediction Error
- Breast Cancer Diagnosis and Prognosis Via Linear Programming
- Variance Estimation Using Refitted Cross-Validation in Ultrahigh Dimensional Regression
- The Elements of Statistical Learning
- Title not available (Why is that?)
Cited In (2)
This page was built for publication: A simple method to improve principal components regression
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6541578)