A New Robust Partial Least Squares Regression Method Based on a Robust and an Efficient Adaptive Reweighted Estimator of Covariance
Partial Least Squares Regression (PLSR) is a linear regression technique developed as an incomplete or “partial” version of the least squares estimator of regression, applicable when high or perfect multicollinearity is present in the predictor variables. Robust methods are introduced to reduce or...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
Instituto Nacional de Estatística | Statistics Portugal
2019-10-01
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Series: | Revstat Statistical Journal |
Subjects: | |
Online Access: | https://revstat.ine.pt/index.php/REVSTAT/article/view/276 |