Strong consistency of an estimator by the truncated singular value decomposition for an errors-in-variables regression model with collinearity.
Kensuke AishimaPublished in: CoRR (2023)
Keyphrases
- singular value decomposition
- regression model
- least squares
- explanatory variables
- target variable
- independent variables
- error minimization
- singular values
- regression analysis
- model selection
- low rank
- latent semantic indexing
- predictor variables
- regression methods
- dimension reduction
- generalized linear models
- gaussian process
- prediction model
- principal component analysis
- linear regression model
- ls svm
- estimation error
- variable selection
- dimensionality reduction
- response variable
- singular vectors
- interval valued data
- kernel regression
- data matrix
- maximum likelihood
- multivariate regression
- semi parametric
- co occurrence
- image processing
- data mining