The Degrees of Freedom of Partial Least Squares Regression

DOI10.1198/jasa.2011.tm10107zbMath1232.62099arXiv1002.4112OpenAlexW2137211388WikidataQ112778551 ScholiaQ112778551MaRDI QIDQ86894

Nicole Krämer, Masashi Sugiyama, Masashi Sugiyama, Nicole Krämer

Publication date: June 2011

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1002.4112

zbMATH Keywords

model selectiondimensionality reductionKrylov subspacesinformation criteria

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) General nonlinear regression (62J02)

Related Items

Sparse functional partial least squares regression with a locally sparse slope function, Functional Principal Component Regression and Functional Partial Least‐squares Regression: An Overview and a Comparative Study, Determining the number of components in PLS regression on incomplete data set, Methodology and theory for partial least squares applied to functional data, A New Bootstrap-Based Stopping Criterion in PLS Components Construction, The three-pass regression filter: a new approach to forecasting using many predictors, A new universal resample-stable bootstrap-based stopping criterion for PLS component construction, plsdof, PLS for Big Data: a unified parallel algorithm for regularised group PLS, Computing Fréchet derivatives in partial least squares regression, Near Optimal Prediction from Relevant Components