Artículo
Asymptotic distribution of one-component partial least squares regression estimators in high dimensions
Fecha de publicación:
12/2022
Editorial:
Wiley Blackwell Publishing, Inc
Revista:
Canadian Journal Of Statistics-revue Canadienne de Statistique
ISSN:
0319-5724
Idioma:
Inglés
Tipo de recurso:
Artículo publicado
Clasificación temática:
Resumen
In a one-component partial least squares fit of a linear regression model, we find the asymptotic normal distribution, as the sample size and number of predictors approach infinity, of a user-selected univariate linear combination of the coefficient estimator and give corresponding asymptotic confidence and prediction intervals. Simulation studies and an analysis of a dopamine dataset are used to support our theoretical asymptotic results and their practical application.
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Articulos(CCT - SANTA FE)
Articulos de CTRO.CIENTIFICO TECNOL.CONICET - SANTA FE
Articulos de CTRO.CIENTIFICO TECNOL.CONICET - SANTA FE
Citación
Basa, Jerónimo; Cook, R. Dennis; Forzani, Liliana Maria; Marcos, Miguel; Asymptotic distribution of one-component partial least squares regression estimators in high dimensions; Wiley Blackwell Publishing, Inc; Canadian Journal Of Statistics-revue Canadienne de Statistique; 12-2022; 1-13
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