An eigenvalue approach for estimating the generalized cross validation function for correlated matrices

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61988987%3A17310%2F19%3AA20021M7" target="_blank" >RIV/61988987:17310/19:A20021M7 - isvavai.cz</a>

Výsledek na webu

<a href="https://journals.uwyo.edu/index.php/ela/article/view/2005/2005" target="_blank" >https://journals.uwyo.edu/index.php/ela/article/view/2005/2005</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.13001/1081-3810.4090" target="_blank" >10.13001/1081-3810.4090</a>

Jazyk výsledku

angličtina

Název v původním jazyce

An eigenvalue approach for estimating the generalized cross validation function for correlated matrices

Popis výsledku v původním jazyce

This works proposes a fast estimate for the generalized cross-validation function when the design matrix of an experiment has correlated columns. The eigenvalue structure of this matrix is used to derive probability bounds satisfied by an appropriate index of proximity, which provides a simple and accurate estimate for the numerator of the generalized cross-validation function. The denominator of the function is evaluated by an analytical formula. Several simulation tests performed in statistical models having correlated design matrix with intercept confirm the reliability of the proposed probabilistic bounds and indicate the applicability of the proposed estimate for these models.

Název v anglickém jazyce

An eigenvalue approach for estimating the generalized cross validation function for correlated matrices

Popis výsledku anglicky

This works proposes a fast estimate for the generalized cross-validation function when the design matrix of an experiment has correlated columns. The eigenvalue structure of this matrix is used to derive probability bounds satisfied by an appropriate index of proximity, which provides a simple and accurate estimate for the numerator of the generalized cross-validation function. The denominator of the function is evaluated by an analytical formula. Several simulation tests performed in statistical models having correlated design matrix with intercept confirm the reliability of the proposed probabilistic bounds and indicate the applicability of the proposed estimate for these models.

Druh

J_imp - Článek v periodiku v databázi Web of Science

CEP obor

—

OECD FORD obor

10101 - Pure mathematics

Projekt

—

Návaznosti

I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Rok uplatnění

2019

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název periodika

Electronic Journal of Linear Algebra

ISSN

1081-3810

e-ISSN

—

Svazek periodika

35

Číslo periodika v rámci svazku

October

Stát vydavatele periodika

US - Spojené státy americké

Počet stran výsledku

15

Strana od-do

482-496

Kód UT WoS článku

000495022500001

EID výsledku v databázi Scopus

2-s2.0-85074891626