Difference-based Methods for Truncating the Singular Value Decomposition

DOI10.1080/03610918.2013.875572zbMath1342.62148OpenAlexW1997246199MaRDI QIDQ3178493

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Publication date: 14 July 2016

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: http://orca.cf.ac.uk/71434/1/dbmsvd.pdf

zbMATH Keywords

singular value decompositiontime series analysisdifference-based methods

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Eigenvalues, singular values, and eigenvectors (15A18)

Cites Work

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• Residual variance and residual pattern in nonlinear regression
• The Estimation of the Prediction Error Variance
• Local Regression and Likelihood
• Distribution of the Ratio of the Mean Square Successive Difference to the Variance

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