66 citations · 258 across the 53 of their papers we have counts for
3 papers · 2 filters
A unified framework for the study of the PLS estimator's properties
Mélanie Blazère, Fabrice Gamboa, Jean-Michel Loubes
In this paper we propose a new approach to study the properties of the Partial Least Squares (PLS) estimator. This approach relies on the link between PLS and discrete orthogonal p…
PLS: a new statistical insight through the prism of orthogonal polynomials
Mélanie Blazère, Fabrice Gamboa, Jean-Michel Loubes
Partial Least Square (PLS) is a dimension reduction method used to remove multicollinearities in a regression model. However contrary to Principal Components Analysis (PCA) the PLS…
Bregman superquantiles. Estimation methods and applications
Tatiana Labopin-Richard, Fabrice Gamboa, Aurélien Garivier +1
In this work, we extend some quantities introduced in "Optimization of conditional value-at-risk" of R.T Rockafellar and S. Uryasev to the case where the proximity between real num…