The L-Curve Criterion as a Model Selection Tool in PLS Regression

Partial least squares (PLS) regression is an alternative to the ordinary least squares (OLS) regression, used in the presence of multicollinearity. As with any other modelling method, PLS regression requires a reliable model selection tool. Cross validation (CV) is the most commonly used tool with m...

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Bibliographic Details
Main Authors: Abdelmounaim Kerkri, Jelloul Allal, Zoubir Zarrouk
Format: Article
Language:English
Published: Wiley 2019-01-01
Series:Journal of Probability and Statistics
Online Access:http://dx.doi.org/10.1155/2019/3129769
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