The asymptotic variance of the univariate PLS estimator

DOI10.1016/S0024-3795(01)00357-3zbMath1022.62024MaRDI QIDQ1855360

Yanyan Li

Publication date: 5 February 2003

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

asymptotic covariancepartial least squares regressionmatrix differential calculus

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Calculus of vector functions (26B12)

Related Items (1)

Methodology and theory for partial least squares applied to functional data

Cites Work

• Asymptotics of eigenvalues and unit-length eigenvectors of sample variance and correlation matrices
• A simulation study on comparison of prediction methods when only a few components are relevant
• Principal component analysis.
• The geometry of 2-block partial least squares regression
• On the structure of partial least squares regression
• A Statistical View of Some Chemometrics Regression Tools
• Multivariate Calibration — Direct and Indirect Regression Methodology
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