Variable selection in multivariate methods using global score estimation

Kaoru Fueda (), Masaya Iizuka () and Yuichi Mori ()
Additional contact information
Kaoru Fueda: http://fueda.ems.okayama-u.ac.jp/defaultEnglish.asp
Masaya Iizuka: http://istat.ems.okayama-u.ac.jp/
Yuichi Mori: http://www.soci.ous.ac.jp/~mori/indexE.html

Computational Statistics, 2009, vol. 24, issue 1, 127-144

Keywords: Principal components; Least squares; Orthogonalization; Cost-saving selection (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s00180-008-0109-9

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