小弟不才,研究的是行为金融学。读了George Wu & Richard Gonzalez的paper“on the shape of the probability weighting function”,里面的非参数估计方法实在令我头大。他们具体运用了交替最小二乘法(alternating least squares),哪位大侠能帮我讲讲原理么?另外求"additive structure in qualitative data:an alternating least squares method with optimal scaling features"一文