An approach ton-mode components analysis
Author
Abstract
Suggested Citation
DOI: 10.1007/BF02293984
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Pieter Kroonenberg & Jan Leeuw, 1980. "Principal component analysis of three-mode data by means of alternating least squares algorithms," Psychometrika, Springer;The Psychometric Society, vol. 45(1), pages 69-97, March.
- J. Douglas Carroll & Sandra Pruzansky & Joseph Kruskal, 1980. "Candelinc: A general approach to multidimensional analysis of many-way arrays with linear constraints on parameters," Psychometrika, Springer;The Psychometric Society, vol. 45(1), pages 3-24, March.
- Magnus, J.R. & Neudecker, H., 1979. "The commutation matrix : Some properties and applications," Other publications TiSEM d0b1e779-7795-4676-ac98-1, Tilburg University, School of Economics and Management.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Carolyn Anderson, 1996. "The analysis of three-way contingency tables by three-mode association models," Psychometrika, Springer;The Psychometric Society, vol. 61(3), pages 465-483, September.
- Giuseppe Brandi & Ruggero Gramatica & Tiziana Di Matteo, 2019. "Unveil stock correlation via a new tensor-based decomposition method," Papers 1911.06126, arXiv.org, revised Apr 2020.
- Henk Kiers, 1997. "Three-mode orthomax rotation," Psychometrika, Springer;The Psychometric Society, vol. 62(4), pages 579-598, December.
- Bilian Chen & Zhening Li & Shuzhong Zhang, 2015. "On optimal low rank Tucker approximation for tensors: the case for an adjustable core size," Journal of Global Optimization, Springer, vol. 62(4), pages 811-832, August.
- Andersson, Claus A. & Henrion, Rene, 1999. "A general algorithm for obtaining simple structure of core arrays in N-way PCA with application to fluorometric data," Computational Statistics & Data Analysis, Elsevier, vol. 31(3), pages 255-278, September.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Mariela González-Narváez & María José Fernández-Gómez & Susana Mendes & José-Luis Molina & Omar Ruiz-Barzola & Purificación Galindo-Villardón, 2021. "Study of Temporal Variations in Species–Environment Association through an Innovative Multivariate Method: MixSTATICO," Sustainability, MDPI, vol. 13(11), pages 1-25, May.
- Timmerman, Marieke E. & Kiers, Henk A. L., 2002. "Three-way component analysis with smoothness constraints," Computational Statistics & Data Analysis, Elsevier, vol. 40(3), pages 447-470, September.
- Paulo M. D. C. Parente & Richard J. Smith, 2021.
"Quasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic models,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 42(4), pages 377-405, July.
- Paulo M.D.C. Parente & Richard J. Smith, 2018. "Quasi-Maximum Likelihood and the Kernel Block Bootstrap for Nonlinear Dynamic Models," Working Papers REM 2018/59, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Paulo Parente & Richard J. Smith, 2019. "Quasi-maximum likelihood and the kernel block bootstrap for nonlinear dynamic models," CeMMAP working papers CWP60/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Koen Jochmans, 2024. "Nonparametric identification and estimation of stochastic block models from many small networks," Post-Print hal-04672521, HAL.
- Joshua C. C. Chan & Liana Jacobi & Dan Zhu, 2019.
"How Sensitive Are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis,"
Advances in Econometrics, in: Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part A, volume 40, pages 229-248,
Emerald Group Publishing Limited.
- Joshua C.C. Chan & Liana Jacobi & Dan Zhu, 2018. "How sensitive are VAR forecasts to prior hyperparameters? An automated sensitivity analysis," CAMA Working Papers 2018-25, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Elisa Frutos-Bernal & Ángel Martín del Rey & Irene Mariñas-Collado & María Teresa Santos-Martín, 2022. "An Analysis of Travel Patterns in Barcelona Metro Using Tucker3 Decomposition," Mathematics, MDPI, vol. 10(7), pages 1-17, March.
- DeSarbo, Wayne S. & Selin Atalay, A. & Blanchard, Simon J., 2009.
"A three-way clusterwise multidimensional unfolding procedure for the spatial representation of context dependent preferences,"
Computational Statistics & Data Analysis, Elsevier, vol. 53(8), pages 3217-3230, June.
- Selin Atalay & Wayne S. Desarbo & Simon J. Blanchard, 2009. "A three-way clusterwise multidimensional unfolding procedure for the spatial representation of context dependent preferences," Post-Print hal-00458377, HAL.
- O. J. Boxma & E. J. Cahen & D. Koops & M. Mandjes, 2019. "Linear Stochastic Fluid Networks: Rare-Event Simulation and Markov Modulation," Methodology and Computing in Applied Probability, Springer, vol. 21(1), pages 125-153, March.
- Giuseppe Brandi & Ruggero Gramatica & Tiziana Di Matteo, 2019. "Unveil stock correlation via a new tensor-based decomposition method," Papers 1911.06126, arXiv.org, revised Apr 2020.
- Loperfido, Nicola, 2014. "Linear transformations to symmetry," Journal of Multivariate Analysis, Elsevier, vol. 129(C), pages 186-192.
- Liu, Shuangzhe & Leiva, Víctor & Zhuang, Dan & Ma, Tiefeng & Figueroa-Zúñiga, Jorge I., 2022. "Matrix differential calculus with applications in the multivariate linear model and its diagnostics," Journal of Multivariate Analysis, Elsevier, vol. 188(C).
- Arismendi, J.C., 2013. "Multivariate truncated moments," Journal of Multivariate Analysis, Elsevier, vol. 117(C), pages 41-75.
- Geert Soete & Willem Heiser, 1993. "A latent class unfolding model for analyzing single stimulus preference ratings," Psychometrika, Springer;The Psychometric Society, vol. 58(4), pages 545-565, December.
- Reinaldo B. Arellano-Valle & Adelchi Azzalini, 2022. "Some properties of the unified skew-normal distribution," Statistical Papers, Springer, vol. 63(2), pages 461-487, April.
- Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2022.
"Tests for Random Coefficient Variation in Vector Autoregressive Models,"
Advances in Econometrics, in: Essays in Honour of Fabio Canova, volume 44, pages 1-35,
Emerald Group Publishing Limited.
- Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2021. "Tests for random coefficient variation in vector autoregressive models," Working Papers wp2021_2108, CEMFI.
- Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2021. "Tests for random coefficient variation in vector autoregressive models," Econometrics Working Papers Archive 2021_18, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
- Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2021. "Tests for random coefficient variation in vector autoregressive models," Working Paper series 21-21, Rimini Centre for Economic Analysis.
- Dahl, Tobias & Naes, Tormod, 2006. "A bridge between Tucker-1 and Carroll's generalized canonical analysis," Computational Statistics & Data Analysis, Elsevier, vol. 50(11), pages 3086-3098, July.
- Piet Brouwer & Pieter Kroonenberg, 1991. "Some notes on the diagonalization of the extended three-mode core matrix," Journal of Classification, Springer;The Classification Society, vol. 8(1), pages 93-98, January.
- Dlugoszek, Grzegorz R., 2016.
"Solving DSGE portfolio choice models with asymmetric countries,"
SFB 649 Discussion Papers
2016-009, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Dlugoszek, Grzegorz, 2017. "Solving DSGE Portfolio Choice Models with Asymmetric Countries," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168182, Verein für Socialpolitik / German Economic Association.
- Kiers, Henk A. L., 1998. "Three-way SIMPLIMAX for oblique rotation of the three-mode factor analysis core to simple structure," Computational Statistics & Data Analysis, Elsevier, vol. 28(3), pages 307-324, September.
- repec:hum:wpaper:sfb649dp2014-016 is not listed on IDEAS
- Krijnen, Wim P., 2006. "Convergence of the sequence of parameters generated by alternating least squares algorithms," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 481-489, November.
More about this item
Keywords
principal components; multidimensional matrices;Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:psycho:v:51:y:1986:i:2:p:269-275. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.