Change search
ReferencesLink to record
Permanent link

Direct link
Krylov Sequences as a Tool for Analysing Iterated Regression Algorithms
Stockholm University, Faculty of Science, Department of Mathematics.
2010 (English)In: Scandinavian Journal of Statistics, ISSN 0303-6898, E-ISSN 1467-9469, Vol. 37, no 1, 166-175 p.Article in journal (Refereed) Published
Abstract [en]

We use Krylov sequences to analyse a class of regression methods based on successive identification of latent factors. Some results already proved for partial least squares regression (PLSR) are shown to hold for other methods also. We prove that the well-known peculiar pattern of alternating shrinkage and inflation of the principal components is not unique for PLSR. We also show that for any method in the class under study, the coefficient of determination is always at least as high as for principal components regression with the same number of factors.

Place, publisher, year, edition, pages
2010. Vol. 37, no 1, 166-175 p.
Keyword [en]
continuum regression, Krylov sequence, partial least squares regression, principal component regression, shrinkage regressors
National Category
URN: urn:nbn:se:su:diva-49124DOI: 10.1111/j.1467-9469.2009.00668.xISI: 000274440000010OAI: diva2:376403
authorCount :1Available from: 2010-12-10 Created: 2010-12-10 Last updated: 2010-12-10Bibliographically approved

Open Access in DiVA

No full text

Other links

Publisher's full text

Search in DiVA

By author/editor
Björkstrom, Anders
By organisation
Department of Mathematics
In the same journal
Scandinavian Journal of Statistics

Search outside of DiVA

GoogleGoogle Scholar
The number of downloads is the sum of all downloads of full texts. It may include eg previous versions that are now no longer available

Altmetric score

Total: 19 hits
ReferencesLink to record
Permanent link

Direct link