A simulation study on comparison of prediction methods when only a few components are relevant

Computational Statistics and Data Analysis

Volumn 21, Issue 1, 1996, Pages 87-107

  Almøy, Trygve ^a  

^a NORWEGIAN UNIVERSITY OF LIFE SCIENCES   (Norway)

Author keywords

Expected squared error; Modified maximum likelihood regression; Partial least square regression; Principal Component regression; Restricted principal component regression

Indexed keywords

EID: 0003111541     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/0167-9473(95)00006-2     Document Type: Article

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