The Peculiar Shrinkage Properties of Partial Least Squares Regression

DOI10.1111/1467-9868.00252zbMath0963.62057OpenAlexW2066772060MaRDI QIDQ4506003

Neil A. Butler, Michael C. Denham

Publication date: 3 July 2001

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9868.00252

zbMATH Keywords

partial least squaresridge regressionprincipal componentsordinary least squaresregularized regression

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

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