On the invariance of perturbed null vectors under column scaling (Q1067357)
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English | On the invariance of perturbed null vectors under column scaling |
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On the invariance of perturbed null vectors under column scaling (English)
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1984
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It is shown that the approximate null vector of a perturbed degenerate matrix behaves linearly under column scaling up to second order terms in the perturbation. This result has important consequences for an estimation technique known to numerical analysts as total least squares and statisticians as latent root regression.
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null vector
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perturbed degenerate matrix
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total least squares
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latent root regression
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