Remarks on functional canonical variates, alternating least squares methods and ACE

DOI10.1214/aos/1176347739zbMath0721.62068OpenAlexW1967557690MaRDI QIDQ2641044

Publication date: 1990

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176347739

zbMATH Keywords

orthogonal polynomials scaling nonlinear multivariate analysis correspondence analysis alternating least squares projection pursuit regression optimal correlation elliptic distributions computer aided tomography alternating conditional expectations algorithm polynomial biorthogonality horseshoe effect ACE- algorithm functional canonical variates nonparametric estimators of nonlinear transformations series expansions of bivariate distributions theory of noise transformation of variables in regression

Mathematics Subject Classification ID

Multivariate analysis (62H99) Linear inference, regression (62J99) Applications of statistics (62P99)

Related Items

“Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond”: Some Antecedents on Causality, The diagonal multivariate natural exponential families and their classification, Canonical analysis of two Euclidean subspaces and its applications, Two generalized bivariate FGM distributions and rank reduction, Wavelets-based estimation of nonlinear canonical analysis, Maximal correlation in a non-diagonal case, Universal Features for High-Dimensional Learning and Inference, Gibbs sampling, exponential families and orthogonal polynomials, Comment: Lancaster probabilities and Gibbs sampling, Improving the convergence properties of the data augmentation algorithm with an application to Bayesian mixture modeling, Lancaster bivariate probability distributions with Poisson, negative binomial and gamma margins, A hierarchical active constraints search algorithm for optimal scaling of ordered categorical responses, Spectral analytic comparisons for data augmentation, Reconstruction of nonlinear time delay models from data by the use of optimal transformations., The Gifi system of descriptive multivariate analysis., On the maximal correlation coefficient, A spectral analytic comparison of trace-class data augmentation algorithms and their sandwich variants, Canonical correlation for stochastic processes, Optimal estimation of slope vector in high-dimensional linear transformation models, NONLINEAR DYNAMICAL SYSTEM IDENTIFICATION FROM UNCERTAIN AND INDIRECT MEASUREMENTS, NONPARAMETRIC MODELING AND SPATIOTEMPORAL DYNAMICAL SYSTEMS, Prediction and classification in nonlinear data analysis: something old, something new, something borrowed, something blue, Measures of association for Hilbertian subspaces and some applications, Identifying Nonlinear Relationships in Regression using the ACE Algorithm, ROS regression: integrating regularization with optimal scaling regression, Convergence of the sequence of parameters generated by alternating least squares algorithms, Nonlinear canonical analysis and independence tests, Discussion of: Brownian distance covariance, Applied regression analysis bibliography update 1990-91, Rates of convergence for spline estimates of additive principal components, Long- and short-range dependent sequences under exponential subordination, Some properties of random stationary sequences with bivariate densities having diagonal expansions and nonparametric estimators based on them^*, Constructing Common Factors from Continuous and Categorical Data, Contributions to the diagonal expansion of a bivariate copula with continuous extensions