Clusterwise PLS regression on a stochastic process

DOI10.1016/j.csda.2004.05.002zbMath1429.62299OpenAlexW1971252882MaRDI QIDQ957186

Gilbert Saporta, Cristian Preda

Publication date: 26 November 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2004.05.002

zbMATH Keywords

principal component analysisstochastic processclusterwise regressionPLS regression

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Linear regression; mixed models (62J05) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Uses Software

• fda (R)

Cites Work

• A maximum likelihood methodology for clusterwise linear regression
• Clusterwise linear regression
• Functional data analysis
• Identifiability of models for clusterwise linear regression
• The Collinearity Problem in Linear Regression. The Partial Least Squares (PLS) Approach to Generalized Inverses
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