A general solution to Mosier's oblique Procrustes problem
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Publication:1249924
DOI10.1007/BF02295981zbMATH Open0387.62086OpenAlexW1968969130MaRDI QIDQ1249924FDOQ1249924
Authors: Jos M. F. ten Berge, Klaas Nevels
Publication date: 1977
Published in: Psychometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02295981
Cited In (22)
- Setting up alternating least squares and iterative majorization algorithms for solving various matrix optimization problems
- A general solution for a class of weakly constrained linear regression problems
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- A general solution of the weighted orthonormal Procrustes problem
- Solving balanced Procrustes problem with some constraints by eigenvalue decomposition
- Correspondence analysis with least absolute residuals
- Joint Procrustes analysis for simultaneous nonsingular transformation of component score and loading matrices
- A monotonically convergent algorithms for factals
- On the sensitivity of a composite to its weights
- Constructing Common Factors from Continuous and Categorical Data
- Applications of quadratic minimisation problems in statistics
- On the correspondence between Procrustes analysis and bidimensional regression
- An alternating least squares algorithm for PARAFAC2 and three-way DEDICOM
- On the construction of all factors of the model for factor analysis
- A new method for simultaneous estimation of the factor model parameters, factor scores, and unique parts
- Dynamic GSCANO (generalized structured canonical correlation analysis) with applications to the analysis of effective connectivity in functional neuroimaging data
- Dynamic GSCA (generalized structured component analysis) with applications to the analysis of effective connectivity in functional neuroimaging data
- Constrained principal component analysis of standardized data for biplots with unit-length variable vectors
- Conditions for factor (in)determinacy in factor analysis
- Sums of random symmetric matrices and quadratic optimization under orthogonality constraints
- Least-squares inner product shaping
- Locating the extrema of fungible regression weights
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