Altman N. and Leger C. 1997. On the optimality of prediction-based selection criteria and the convergence rate of estimators. Journal of the Royal Statistical Society, Series B 59: 205–216.

Bellman R.E. 1961. Adaptive Control Processes. Princeton NJ, Princeton University Press.

Breiman L. 1996. Heuristics of instability and stabilization in model selection. Annals of Statistics 24: 2350–2382.

Breiman L. and Friedman J.H. 1997. Predicting multivariate responses in multiple linear regression (with discussion). Journal of the Royal Statistical Society, Series B 59: 3–54.

Brown P.J. 1993. Measurement, Regression and Calibration. Oxford, Clarendon Press.

Efron B. 1982. The Jackknife, the Bootstrap and Other Resampling Plans. CBSM38, SIAM, Philadelphia, Penn.

Ganeshanandam S. and Krzanowski W.J. 1989. On selecting variables and assessing their performance in linear discriminant analysis. Australian Journal of Statistics 31: 433–447.

Garthwaite P. 1994. An interpretation of partial least squares. Journal of the American Statistical Association 89: 122–127.

Golub G.H., Heath M., and Wahba G. 1979. Generalized crossvalidation as a method for choosing a good ridge parameter. Technometrics 22: 215–223.

Hills M. 1966. Allocation rules and their error rates (with discussion). Journal of the Royal Statistical Society, Series B 28: 1–31.

Krzanowski W.J. 1995. Selection of variables, and assessment of their performance, in mixed-variable discriminant analysis. Computational Statistics and Data Analysis 19: 419–431.

Krzanowski W.J., Jonathan P., McCarthy W.V., and Thomas M.R. 1995. Discriminant analysis with singular covariance matrices: methods and applications to spectroscopic data. Applied Statistics 44: 101–115.

Lachenbruch P.A. and Mickey M.R. 1968. Estimation of error rates in discriminant analysis. Technometrics 10: 1–11.

Mertens B., Fearn T., and Thompson M. 1995. The efficient crossvalidation of principal components applied to principal component regression. Statistics and Computing 5: 227–235.

Montgomery D.C. and Peck E.A. 1982. Introduction to Linear Regression Analysis. New York, John Wiley & Sons.

Mosteller F. and Tukey J.W. 1968. Data analysis, including statistics. In: G. Lindzey and E. Aronson (Eds.), Handbook of Social Psychology, Vol. 2. Addison-Wesley, Reading, Mass.

Rannar S., Geladi P., Lindgren F., and Wold S. 1995. A PLS kernel algorithm for data sets with many variables and few objects. Journal of Chemometrics 9: 459–470.

Shao J. 1993. Linear model selection by cross-validation. Journal of the American Statistical Association 88: 486–494.

Stone M. 1974. Cross-validatory choice and assessment of statistical predictions (with discussion). Journal of the Royal Statistical Society, Series B 36: 111–147.

Wold S. 1978. Cross-validatory estimation of the number of components in factor and principal component models. Technometrics 20: 397–405.