A role for covariance stabilization in the construction of the classical mixture surface
- 1 March 1990
- journal article
- research article
- Published by Wiley in Journal of Chemometrics
- Vol. 4 (2) , 159-169
- https://doi.org/10.1002/cem.1180040207
Abstract
Some well‐established ideas from classical covariance stabilization and shrinkage estimation are extended to the context of physical mixtures through the use of a model developed by Burdick and Rayens. A cross‐validation techique is proposed and associated computational issues are addressed. The methodology is evaluated in the context of real polychlorinated biphenyl data.Keywords
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