Shrinkage Structure of Partial Least Squares

DOI10.1111/1467-9469.00201zbMath0972.62044OpenAlexW2051643605WikidataQ56454401 ScholiaQ56454401MaRDI QIDQ2742761

Ole Christian Lingjærde, Christophersen, Nils

Publication date: 23 September 2001

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9469.00201

zbMATH Keywords

partial least squaresprincipal componentsshrinkage estimatorsKrylov subspacesrank deficiencysubspace distance

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Related Items (5)

A Unified Framework to Study the Properties of the PLS Vector of Regression Coefficients ⋮ Characterization of estimators uniformly shrinking on subspaces ⋮ An overview on the shrinkage properties of partial least squares regression ⋮ PLS regression: a directional signal-to-noise ratio approach ⋮ Shrinkage structure in biased regression

Uses Software

• VanHuffel

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