Distributional aspects in partial least squares regression

This paper presents some results about the asymptotic behaviour of the estimate of a regression model obtained by Partial Least Squares (PLS) Methods. Because the nonlinearity of the regression estimator on the response variable, local linear approximation through the 6-method for the PLS regression vector is carried out. A new implementation of the PLS algorithm is developed for this purpose.

Keywords

Partial least Squares Regression, Estadística, Asympotic distribution

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