Gini-PLS Regressions View Full Text


Ontology type: schema:ScholarlyArticle     


Article Info

DATE

2018-04-16

AUTHORS

Stéphane Mussard, Fattouma Souissi-Benrejab

ABSTRACT

Data contamination and excessive correlations between regressors (multicollinearity) constitute a standard and major problem in econometrics. Two techniques enable solving these problems, in separate ways: the Gini regression for the former, and the PLS (partial least squares) regression for the latter. Gini-PLS regressions are proposed in order to treat extreme values and multicollinearity simultaneously. More... »

PAGES

1-36

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/s40953-018-0132-9

DOI

http://dx.doi.org/10.1007/s40953-018-0132-9

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1103386179


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