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Journal articles
Clusterwise PLS regression on a stochastic process
Abstract : The clusterwise linear regression is studied when the set of predictor variables forms a L2-continuous stochastic process. For each cluster the estimators of the regression coefficients are given by partial least square regression. The number of clusters is treated as unknown and the convergence of the clusterwise algorithm is discussed. The approach is compared with other methods via an application on stock-exchange data.
https://hal.archives-ouvertes.fr/hal-01124969
Contributor : Laboratoire Cedric <>
Submitted on : Friday, March 6, 2015 - 10:54:08 AM
Last modification on : Monday, March 16, 2020 - 1:16:13 AM
Contributor : Laboratoire Cedric <>
Submitted on : Friday, March 6, 2015 - 10:54:08 AM
Last modification on : Monday, March 16, 2020 - 1:16:13 AM
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