Dual‐ and triple‐mode matrix approximation and regression modelling
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Publication:4827962
DOI10.1002/ASMB.503zbMATH Open1050.62073OpenAlexW2051617659MaRDI QIDQ4827962FDOQ4827962
Authors: Stan Lipovetsky, W. Michael Conklin
Publication date: 24 November 2004
Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/asmb.503
Recommendations
multicollinearitysingular value decompositionmultiple regressiondual least squarestriple-mode least squares
Cites Work
Cited In (7)
- Linear regression with special coefficient features attained via parameterization in exponential, logistic, and multinomial-logit forms
- Regression-aware decompositions
- Predictor relative importance and matching regression parameters
- Two-parameter ridge regression and its convergence to the eventual pairwise model
- THE DUALS OF SOME REGRESSION METHODS
- Matrix multiple regression
- Latent class regression model in IRLS approach
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