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An overview on the shrinkage properties of partial least squares regression

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  • Nicole Krämer

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  • Nicole Krämer, 2007. "An overview on the shrinkage properties of partial least squares regression," Computational Statistics, Springer, vol. 22(2), pages 249-273, July.
    • Handle: RePEc:spr:compst:v:22:y:2007:i:2:p:249-273
    DOI: 10.1007/s00180-007-0038-z
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    References listed on IDEAS

    as
    1. 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.
    2. O. C. Lingjaerde & Nils Christophersen, 2000. "Shrinkage Structure of Partial Least Squares," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 27(3), pages 459-473, September.
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    Cited by:

    1. Ng, Serena, 2013. "Variable Selection in Predictive Regressions," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 752-789, Elsevier.

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