Ordering and Selecting Components in Multivariate or Functional Data Linear Prediction

DOI10.1111/j.1467-9868.2009.00727.xzbMath1411.62156OpenAlexW2059817457MaRDI QIDQ4632623

You-Jun Yang

Publication date: 30 April 2019

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/j.1467-9868.2009.00727.x

zbMATH Keywords

eigenvectorprincipal component analysisdimension reductioncross-validationorthogonal serieslinear regressionmean-squared errorfunctional data analysishigh dimensional databasis choice

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Linear regression; mixed models (62J05)

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