An approach ton-mode components analysis |
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Authors: | Kapteyn Arie Neudecker Heinz Wansbeek Tom |
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Affiliation: | (1) Tilburg University, The Netherlands;(2) University of Amsterdam, The Netherlands;(3) Econometrics Institute, Groningen University, PO Box 800, 9700 AV Groningen, The Netherlands |
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Abstract: | As an extension of Lastovicka's four-mode components analysis ann-mode components analysis is developed. Using a convenient notation, both a canonical and a least squares solution are derived. The relation between both solutions and their computational aspects are discussed.The first draft was written while Wansbeek was with the Netherlands Central Bureau of Statistics. We thank Jaap Verhees for performing the computations and for many discussions on the subject, John Lastovicka for kindly making available his data to us, and the Editor, the referees, Jeroen Weesie and Pieter Kroonenberg for their useful comments. |
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Keywords: | principal components multidimensional matrices |
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