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This dissertation involves three problems that are all related by the use of the singular value decomposition (SVD) or generalized singular value decomposition (GSVD). The specific problems are (i) derivation

This dissertation involves three problems that are all related by the use of the singular value decomposition (SVD) or generalized singular value decomposition (GSVD). The specific problems are (i) derivation of a generalized singular value expansion (GSVE), (ii) analysis of the properties of the chi-squared method for regularization parameter selection in the case of nonnormal data and (iii) formulation of a partial canonical correlation concept for continuous time stochastic processes. The finite dimensional SVD has an infinite dimensional generalization to compact operators.

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    Date Created
    • 2012
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    • Partial requirement for: Ph.D., Arizona State University, 2012
      Note type
      thesis
    • Includes bibliographical references (p
    • Field of study: Statistics

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    by Qing Huang

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