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Bootstrap confidence intervals for three‐way methods
Author(s) -
Kiers Henk A. L.
Publication year - 2004
Publication title -
journal of chemometrics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.47
H-Index - 92
eISSN - 1099-128X
pISSN - 0886-9383
DOI - 10.1002/cem.841
Subject(s) - percentile , confidence interval , statistics , sampling (signal processing) , robust confidence intervals , mathematics , exploratory analysis , computer science , filter (signal processing) , computer vision , data science
Results from exploratory three‐way analysis techniques such as CANDECOMP/PARAFAC and Tucker3 analysis are usually presented without giving insight into uncertainties due to sampling. Here a bootstrap procedure is proposed that produces percentile intervals for all output parameters. Special adjustments are offered for handling the non‐uniqueness of the solutions. The percentile intervals indicate the instability of the sample solutions. By means of a simulation study it is demonstrated that the percentile intervals can fairly well be interpreted as confidence intervals for the output parameters. Copyright © 2004 John Wiley & Sons, Ltd.