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A Least Squares Version of Algorithm as 211: The F‐G Diagonalization Algorithm

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  • Douglas B. Clarkson

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  • Douglas B. Clarkson, 1988. "A Least Squares Version of Algorithm as 211: The F‐G Diagonalization Algorithm," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 37(2), pages 317-321, June.
    • Handle: RePEc:bla:jorssc:v:37:y:1988:i:2:p:317-321
    DOI: 10.2307/2347359
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    Cited by:

    1. Masaki Katsuura & Allan P. Layton, 1999. "Is the 1990’s US Expansion Similar to the 1960’s?," School of Economics and Finance Discussion Papers and Working Papers Series 062, School of Economics and Finance, Queensland University of Technology.
    2. Nordhausen, Klaus & Ruiz-Gazen, Anne, 2022. "On the usage of joint diagonalization in multivariate statistics," Journal of Multivariate Analysis, Elsevier, vol. 188(C).
    3. Lin, Tsung-I, 2014. "Learning from incomplete data via parameterized t mixture models through eigenvalue decomposition," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 183-195.
    4. Clarkson, Douglas B, 2000. "A random effects individual difference multidimensional scaling model," Computational Statistics & Data Analysis, Elsevier, vol. 32(3-4), pages 337-347, January.
    5. Yoshio Takane & Kwanghee Jung & Heungsun Hwang, 2010. "An acceleration method for Ten Berge et al.’s algorithm for orthogonal INDSCAL," Computational Statistics, Springer, vol. 25(3), pages 409-428, September.
    6. Taskinen, Sara & Miettinen, Jari & Nordhausen, Klaus, 2016. "A more efficient second order blind identification method for separation of uncorrelated stationary time series," Statistics & Probability Letters, Elsevier, vol. 116(C), pages 21-26.
    7. Jari Miettinen & Katrin Illner & Klaus Nordhausen & Hannu Oja & Sara Taskinen & Fabian J. Theis, 2016. "Separation of Uncorrelated Stationary time series using Autocovariance Matrices," Journal of Time Series Analysis, Wiley Blackwell, vol. 37(3), pages 337-354, May.

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