Search Results - subject:"Singular value decomposition"

Dynamic graphics of parametrically linked multivariate methods used in compositional data analysis

Greenacre, Michael - Department of Economics and Business, Universitat … - 2008

Many multivariate methods that are apparently distinct can be linked by introducing one or more parameters in their definition. Methods that can be linked in this way are correspondence analysis, unweighted or weighted logratio analysis (the latter also known as "spectral mapping"), nonsymmetric...

Persistent link: https://www.econbiz.de/10005704926

An ExPosition of multivariate analysis with the singular value decomposition in R

Beaton, Derek; Chin Fatt, Cherise R.; Abdi, Hervé - In: Computational Statistics & Data Analysis 72 (2014) C, pp. 176-189

based on the singular value decomposition (svd). The core techniques implemented in ExPosition are: principal components …

Persistent link: https://www.econbiz.de/10010730218

Linear transformations to symmetry

Loperfido, Nicola - In: Journal of Multivariate Analysis 129 (2014) C, pp. 186-192

We obtain random vectors with null third-order cumulants by projecting the data onto appropriate subspaces. Statistical applications include, but are not limited to, the robustification of Hotelling’s T2 test against nonnormality. Our approach only requires the existence of the third-order...

Persistent link: https://www.econbiz.de/10010786421

Using sliced mean variance–covariance inverse regression for classification and dimension reduction

Lindsey, Charles; Sheather, Simon; McKean, Joseph - In: Computational Statistics 29 (2014) 3, pp. 769-798

The sliced mean variance–covariance inverse regression (SMVCIR) algorithm takes grouped multivariate data as input and transforms it to a new coordinate system where the group mean, variance, and covariance differences are more apparent. Other popular algorithms used for performing graphical...

Persistent link: https://www.econbiz.de/10010847630

The analysis of distance of grouped data with categorical variables: Categorical canonical variate analysis

Le Roux, Niël J.; Gardner-Lubbe, Sugnet; Gower, John C. - In: Journal of Multivariate Analysis 132 (2014) C, pp. 9-24

We use generalised biplots to develop the important special case of (i) when all variables are categorical and (ii) the samples fall into K recognised groups. We term this Categorical Canonical Variate Analysis (CatCVA), because it has similar characteristics to Rao’s Canonical Variate...

Persistent link: https://www.econbiz.de/10011042056

Identifying Inliers

Greenacre, Michael; Ayhan, H. Öztaş - Barcelona Graduate School of Economics (Barcelona GSE) - 2014

, to be more outlying. We propose an approach to identify inliers in a data matrix, based on the singular value … decomposition. An application is presented using a table of economic indicators for the 27 member countries of the European Union in …

Persistent link: https://www.econbiz.de/10011019703

Some new aspects of taxicab correspondence analysis

Choulakian, Vartan; Simonetti, Biagio; Gia, Thu Pham - In: Statistical Methods and Applications 23 (2014) 3, pp. 401-416

is based on the generalized taxicab singular value decomposition (GTSVD). Our aim is to study the taxicab variant of …Correspondence analysis (CA) and nonsymmetric correspondence analysis are based on generalized singular value … decomposition, and, in general, they are not equivalent. Taxicab correspondence analysis (TCA) is a <InlineEquation ID="IEq1 …

Persistent link: https://www.econbiz.de/10010998699

The predictive power of singular value decomposition entropy for stock market dynamics

Caraiani, Petre - In: Physica A: Statistical Mechanics and its Applications 393 (2014) C, pp. 571-578

observations from the Dow Jones. We compute the entropy based on the singular value decomposition of the correlation matrix for the …

Persistent link: https://www.econbiz.de/10010709973

Singular value decomposition of a technology matrix

Fisher, Eric O'Neill - In: International journal of economic theory 10 (2014) 1, pp. 37-52

Persistent link: https://www.econbiz.de/10010403102

Posterior odds with a generalized hyper-g-prior

George, Edward I.; Maruyama, Yuzo - In: Econometric reviews 33 (2014) 1/4, pp. 251-269

Persistent link: https://www.econbiz.de/10010359808