PLS regression on a stochastic process

DOI10.1016/j.csda.2003.10.003zbMath1429.62224OpenAlexW2068785351MaRDI QIDQ957099

Publication date: 26 November 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2003.10.003

zbMATH Keywords

principal component analysis stochastic process PLS regression Escoufier's operator

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Uses Software

fda (R)

Cites Work