On distribution-weighted partial least squares with diverging number of highly correlated predictors

Journal of the Royal Statistical Society. Series B: Statistical Methodology

Volumn 71, Issue 2, 2009, Pages 525-548

  Zhu, Li Ping ^b   Zhu, Li Xing ^a,b  

^a HONG KONG BAPTIST UNIVERSITY   (Hong Kong)

^b EAST CHINA NORMAL UNIVERSITY   (China)

Author keywords

Central subspace; Collinearity; Distribution function; Inverse regression; Least squares estimation; Partial least squares

Indexed keywords

EID: 62849115699     PISSN: 13697412     EISSN: 14679868     Source Type: Journal    
DOI: 10.1111/j.1467-9868.2008.00697.x     Document Type: Article

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