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A simulation study on comparison of prediction methods when only a few components are relevant - MaRDI portal

A simulation study on comparison of prediction methods when only a few components are relevant (Q1351853)

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scientific article; zbMATH DE number 984541
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A simulation study on comparison of prediction methods when only a few components are relevant
scientific article; zbMATH DE number 984541

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    A simulation study on comparison of prediction methods when only a few components are relevant (English)
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    27 February 1997
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    Principal Component regression
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    Partial least square regression
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    Restricted principal component regression
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    Modified maximum likelihood regression
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    Expected squared error
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