Regularization in regression : partial least squares and related models

High-dimensional data sets with a large number of explanatory variables are increasingly important in applications of regression analysis. It is well known that most traditional statistical techniques, such as the Ordinary Least Square (OLS) estimation do not perform well with such data and are eith...

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Bibliographic Details
Main Author: Borg Inguanez, Monique
Other Authors: Kent, John T.
Published: University of Leeds 2015
Subjects:
Online Access:http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.685244