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  • Search: subject:"Singular Value Decomposition"
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Year of publication
Subject
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singular value decomposition 51 Singular value decomposition 41 Dekompositionsverfahren 26 Decomposition method 25 Theorie 20 Theory 19 Singular Value Decomposition 16 Estimation theory 11 Schätztheorie 11 correspondence analysis 10 principal component analysis 9 Stochastic process 7 Time series analysis 7 Zeitreihenanalyse 7 Linear algebra 6 Lineare Algebra 6 Matrix Perturbation Theory 6 Rank Estimation 6 Rank Testing 6 Stochastischer Prozess 6 Bayes-Statistik 5 Bayesian inference 5 Cointegration 5 Factor analysis 5 Hauptkomponentenanalyse 5 Information Theoretic Criterion 5 Korrelation 5 Principal component analysis 5 biplot 5 singular-value decomposition 5 Algorithmus 4 Biplot 4 Cluster analysis 4 Clusteranalyse 4 Correlation 4 Correspondence analysis 4 Data mining 4 Forecasting model 4 Portfolio selection 4 Portfolio-Management 4
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Online availability
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Undetermined 81 Free 46 CC license 1
Type of publication
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Article 94 Book / Working Paper 47
Type of publication (narrower categories)
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Article in journal 36 Aufsatz in Zeitschrift 36 Working Paper 10 Arbeitspapier 6 Graue Literatur 6 Non-commercial literature 6 Article 1 Aufsatz im Buch 1 Book section 1 Congress Report 1 Hochschulschrift 1 Thesis 1
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Language
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English 70 Undetermined 68 Spanish 2 Czech 1
Author
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Greenacre, Michael 16 Ratsimalahelo, Zaka 7 Takane, Yoshio 7 Beh, Eric 3 Chua, Chew Lian 3 Hwang, Heungsun 3 Lombardo, Rosaria 3 Abdi, Hervé 2 Andrle, Michal 2 Bai, Jushan 2 Champati, Santilata 2 D'Ambra, Antonello 2 Eom, Cheoljun 2 Fisher, Eric O'Neill 2 Giuliani, Alessandro 2 Huang, Jianhua Z. 2 Lazaridis, Alexis 2 Lewi, Paul 2 Nagarajan, Radhakrishnan 2 Onatski, Alexei 2 Pernice, Sergio A. 2 Shi, Shuzhong 2 Su, Liangjun 2 Tripathy, Murchhana 2 Tsiaplias, Sarantis 2 ANDRIANOVA, NATALIA A. 1 Abu-Shikhah, Nazih 1 Adachi, Kohei 1 Ahmed, Naeem 1 Aitchison, J. 1 Alexandrov, V.N. 1 Alhindi, Taha J. 1 Aljarrah, Osama 1 Alvarez-Ramirez, Jose 1 Amenta, Pietro 1 Athanasopoulos, George 1 Ayhan, H. Öztas 1 Ayhan, H. Öztaş 1 Baek, Jaeseung 1 Banirostam, Touraj 1
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Institution
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Department of Economics and Business, Universitat Pompeu Fabra 12 Econometric Society 4 EconWPA 3 Barcelona Graduate School of Economics (Barcelona GSE) 2 CESifo 1 China Economics and Management Academy, Central University of Finance and Economics (CUFE) 1 College of Law and Business 1 Department of Econometrics and Business Statistics, Monash Business School 1 Economics and Econometrics Research Institute (EERI) 1 Erasmus University Rotterdam, Econometric Institute 1 European Central Bank 1 Faculteit Economie en Bedrijfskunde, Universiteit Gent 1 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 1 Laboratoire d'Économie de Dijon (LEDI), Université de Bourgogne 1 London School of Economics (LSE) 1 Melbourne Institute of Applied Economic and Social Research (MIAESR), Faculty of Business and Economics 1 Provozně ekonomická fakulta, Mendelova Univerzita v Brnĕ 1 School of Quantitative Methods and Mathematical Sciences 1 University of Western Sydney 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1 Wydział Nauk Ekonomicznych, Uniwersytet Warszawski 1
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Published in...
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Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra 12 Psychometrika 10 Physica A: Statistical Mechanics and its Applications 8 Journal of Multivariate Analysis 6 Mathematics and Computers in Simulation (MATCOM) 5 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 4 Computational Statistics 3 EERI Research Paper Series 3 EERI research paper series 2 Econometric Society 2004 Far Eastern Meetings 2 Econometrics 2 Economics letters 2 International journal of production research 2 Journal of Applied Statistics 2 Journal of Classification 2 Journal of econometrics 2 Journal of information & knowledge management : JIKM 2 Quality & Quantity: International Journal of Methodology 2 Socio-economic planning sciences : the international journal of public sector decision-making 2 Working Papers / Barcelona Graduate School of Economics (Barcelona GSE) 2 Advances in Data Analysis and Classification 1 Algorithmic finance 1 Annals of Economics and Finance 1 Annals of the Institute of Statistical Mathematics 1 Applied economics letters 1 Asia-Pacific journal of risk and insurance : APJRI 1 CEMA Working Papers 1 CESifo Working Paper 1 CESifo Working Paper Series 1 CESifo working papers 1 Computational Statistics & Data Analysis 1 ECB Working Paper 1 Econometric Institute Report 1 Econometric Institute Research Papers 1 Econometric Society 2004 Australasian Meetings 1 Econometric Society 2004 North American Summer Meetings 1 Econometric reviews 1 Electronic commerce research 1 Energy 1 European journal of operational research : EJOR 1
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Source
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RePEc 88 ECONIS (ZBW) 45 EconStor 5 BASE 2 Other ZBW resources 1
Showing 121 - 130 of 141
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Bayesian Reduced Rank Regression in SEMs with Weak Identification
Lahiri, Kajal; Kim, Jabonn - Econometric Society - 2004
studies on weak identification problem with the application of reduced rank regression combined with singular value … decomposition (SVD) method in the Bayesian framework, see Anderson (1951), Forsythe and Moler (1967), Geweke (1996), Kleibergen and …
Persistent link: https://www.econbiz.de/10005086424
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S-PLUS code for ordinal correspondence analysis
Beh, Eric - In: Computational Statistics 19 (2004) 4, pp. 593-612
Persistent link: https://www.econbiz.de/10005613164
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Reduced Rank Vector Exponential Smoothing
Silva, Ashton de - Econometric Society - 2004
-stage methodology that detects and defines the reduced rank of a smoothing matrix is proposed. A singular value decomposition of the …
Persistent link: https://www.econbiz.de/10005342136
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Parallel Monte Carlo algorithms for information retrieval
Alexandrov, V.N.; Dimov, I.T.; Karaivanova, A.; Tan, C.J.K. - In: Mathematics and Computers in Simulation (MATCOM) 62 (2003) 3, pp. 289-295
In any data mining applications, automated text and text and image retrieval of information is needed. This becomes essential with the growth of the Internet and digital libraries. Our approach is based on the latent semantic indexing (LSI) and the corresponding term-by-document matrix suggested...
Persistent link: https://www.econbiz.de/10011051194
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Putting relative complexity estimates to work: a simple and general statistical methodology
Trulla, Lluis nindexLligonaLligoña; Zbilut, Joseph P.; … - In: Physica A: Statistical Mechanics and its Applications 319 (2003) C, pp. 591-600
Derivation of a general “distance-from-randomness” index for time series scaling with the relative complexity of an unknown generating system is presented. This index (SVSEn) corresponds to the Shannon entropy of the distribution of the eigenvalues of the correlation matrix derived by the...
Persistent link: https://www.econbiz.de/10011062822
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Constructing fixed rank optimal estimators with method of best recurrent approximations
Torokhti, Anatoli; Howlett, Phil - In: Journal of Multivariate Analysis 86 (2003) 2, pp. 293-309
We propose a new approach which generalizes and improves principal component analysis (PCA) and its recent advances. The approach is based on the following underlying ideas. PCA can be reformulated as a technique which provides the best linear estimator of the fixed rank for random vectors. By...
Persistent link: https://www.econbiz.de/10005106979
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Strongly Consistent Determination of the Rank of Matrix
Ratsimalahelo, Zaka - EconWPA - 2003
In this paper, we develop methods of the determination of the rank of random matrix. Using the matrix perturbation theory to construct or find a suitable bases of the kernel (null space) of the matrix and to determine the limiting distribution of the estimator of the smallest singular values. We...
Persistent link: https://www.econbiz.de/10005062540
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Rank Test Based On Matrix Perturbation Theory
Ratsimalahelo, Zaka - EconWPA - 2003
In this paper, we propose methods of the determination of the rank of matrix. We consider a rank test for an unobserved matrix for which an estimate exists having normal asymptotic distribution of order N1/2 where N is the sample size. The test statistic is based on the smallest estimated...
Persistent link: https://www.econbiz.de/10005556321
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EFFECTIVENESS OF SYSTEM IDENTIFICATION FOR COMPLEX SYSTEMS BY THE FUZZY ADAPTIVE GMDH
Nishikawa, Tomonori; Shimizu, Shizue; Imai, Masafumi - In: Fuzzy Economic Review VII (2002) 2, pp. 81-92
This paper discusses and verifies effectiveness about the Fuzzy Adaptive GMDH applied the concept of the fuzzy set to the identification process of the adaptive GMDH (Group Method of Data Handling) as the modeling a complex system. The adaptive GMDH [1] is enhancing ability of basic GMDH [2] and...
Persistent link: https://www.econbiz.de/10005000575
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Generalized constrained multiple correspondence analysis
Hwang, Heungsun; Takane, Yoshio - In: Psychometrika 67 (2002) 2, pp. 211-224
Persistent link: https://www.econbiz.de/10005603448
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