期刊名称：Journal of Modern Applied Statistical Methods
出版年度：2004
卷号：3
期号：1
页码：22
出版社：Wayne State University
摘要：This article deals with multiple linear functional relationships models. Two robust estimations procedure are proposed to estimate the model, based on Generalized Maximum Entropy and Partial Least Square. They are distribution free and do not rely (so much) on classical assumptions. The experiments showed that the GME approach outperforms the PLS in terms of mean squares of errors (MSE). Empirical examples are studied.
关键词：Multiple linear functional relationships; generalized maximum entropy; partial least square
