Groenen, Patrick; Giaquinto, P.; Kiers, H.A.L. - Faculteit der Economische Wetenschappen, Erasmus … - 2003
For many least-squares decomposition models efficient algorithms are well known. A more difficult problem arises in decomposition models where each residual is weighted by a nonnegative value. A special case is principal components analysis with missing data. Kiers (1997) discusses an algorithm...