Shrinkage structure in biased regression
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- Druilhet, Pierre & Mom, Alain, 2006. "PLS regression: A directional signal-to-noise ratio approach," Journal of Multivariate Analysis, Elsevier, vol. 97(6), pages 1313-1329, July.
- Neil A. Butler & Michael C. Denham, 2000. "The peculiar shrinkage properties of partial least squares regression," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 62(3), pages 585-593.
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Keywords
Biased regression Regression on components Shrinkage factors Signal-to-noise ratio James-Stein estimator;Statistics
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