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Sparse partial least squares regression for simultaneous dimension reduction and variable selection

Partial least squares regression has been an alternative to ordinary least squares for handling multicollinearity in several areas of scientific research since the 1960s. It has recently gained much attention in the analysis of high dimensional genomic data. We show that known asymptotic consistency...

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Bibliografiske detaljer
Main Authors: Chun, Hyonho, Keleş, Sündüz
Format: Artigo
Sprog:Inglês
Udgivet: Blackwell Publishing Ltd 2010
Fag:
Online adgang:https://ncbi.nlm.nih.gov/pmc/articles/PMC2810828/
https://ncbi.nlm.nih.gov/pubmed/20107611
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1111/j.1467-9868.2009.00723.x
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