An overview on the shrinkage properties of partial least squares regression

DOI10.1007/s00180-007-0038-zzbMath1197.62084OpenAlexW2020286436MaRDI QIDQ964604

Nicole Krämer

Publication date: 22 April 2010

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-007-0038-z

zbMATH Keywords

linear regressionshrinkage factortruncated partial least squares

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Factor analysis and principal components; correspondence analysis (62H25) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Related Items

[HDDA sparse subspace constrained partial least squares] ⋮ Study of partial least squares and ridge regression methods ⋮ Survival prediction using gene expression data: a review and comparison ⋮ Spectral preconditioning of Krylov spaces: combining PLS and PC regression ⋮ Sparse Partial Least Squares Regression for Simultaneous Dimension Reduction and Variable Selection

Cites Work

• Unnamed Item
• Shrinkage Structure of Partial Least Squares
• On the structure of partial least squares regression
• The Peculiar Shrinkage Properties of Partial Least Squares Regression
• A Statistical View of Some Chemometrics Regression Tools