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http://hdl.handle.net/10016/6215
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| ws976223.PDF | -- 2009-12-23 -- Available on Internet -- preprint | 991,09 kB | Adobe PDF | |  |
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| Title: | On robust partial least square (pls) methods |
| Author(s): | Torrubias, J.A.G.
Romera, Rosario |
| Publisher: | Universidad Carlos III de Madrid. Departamento de Estadística |
| Issued date: | Sep-1997 |
| URI: | http://hdl.handle.net/10016/6215 |
| Abstract: | PLS regression methods have been used in applied fields for two decades. Techniques based on iteratively reweighted regression have appeared in the specialized Iiterature with the contaminated data case. We propose a new robust PLS technique based on the Stahel-Donoho estimator. Computational results showing the better robustness and efficiency of the new method are included. |
| Serie / Nº.: | UC3M Working papers Statistics and Econometrics
97-62-23 |
| Keywords: | Partial least squares
robust regression methods
robust covariance matrices
Stahel-Donoho estimator |
| Appears in Collections: | DES - Working Papers. Statistics and Econometrics. WS
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