The asymptotic variance of the univariate PLS estimator

Linear Algebra and Its Applications

Volumn 354, Issue 1-3, 2002, Pages 245-253

  Phatak, A ^a   Reilly, P M ^b   Penlidis, A ^b  

^a CSIRO   (Australia)

^b UNIVERSITY OF WATERLOO   (Canada)

Author keywords

Asymptotic covariance; Matrix differential calculus; Partial least squares regression

Indexed keywords

CALCULATIONS; DIFFERENTIATION (CALCULUS); ECONOMICS; LEAST SQUARES APPROXIMATIONS; MATRIX ALGEBRA; STATISTICS;

ASYMPTOTIC COVARIANCE; ASYMPTOTIC COVARIANCE MATRIX; ASYMPTOTIC VARIANCE; CONVERGENCE RESULTS; LINEAR APPROXIMATIONS; PARTIAL LEAST SQUARE (PLS); PARTIAL LEAST SQUARES REGRESSION; RECURSIVE DEFINITIONS;

COVARIANCE MATRIX;

EID: 33745855877     PISSN: 00243795     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0024-3795(01)00357-3     Document Type: Article

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