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• W2792619933 abstract "A new multivariate regression model, named Error Covariance Penalized Regression (ECPR) is presented. Following a penalized regression strategy, the proposed model incorporates information about the measurement error structure of the system, using the error covariance matrix (ECM) as a penalization term. Results are reported from both simulations and experimental data based on replicate mid and near infrared (MIR and NIR) spectral measurements. The results for ECPR are better under non-iid conditions when compared with traditional first-order multivariate methods such as ridge regression (RR), principal component regression (PCR) and partial least-squares regression (PLS)." @default.
• W2792619933 created "2018-03-29" @default.
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• W2792619933 date "2018-06-01" @default.
• W2792619933 modified "2023-10-14" @default.
• W2792619933 title "Error Covariance Penalized Regression: A novel multivariate model combining penalized regression with multivariate error structure" @default.
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• W2792619933 doi "https://doi.org/10.1016/j.aca.2018.02.002" @default.
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