Comparison of Prediction Methods When Only a Few Components are Relevant

DOI10.2307/2290861zbMath0799.62080OpenAlexW4253069484MaRDI QIDQ4305730

Trygve Almøy, Inge S. Helland

Publication date: 27 September 1994

Full work available at URL: https://doi.org/10.2307/2290861

zbMATH Keywords

predictionprincipal component regressionprediction abilitymultiple regression modelpartial least squares regressionrelevant componentsexpected prediction errorirrelevant eigenvaluesmaximum likelihood-type method

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Linear inference, regression (62J99)

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