Regularization and the General Gauss-Markov Linear Model

DOI10.2307/2008436zbMath0722.65020OpenAlexW4242408091MaRDI QIDQ3210045

Per Christian Hansen, Hongyuan Zha

Publication date: 1990

Full work available at URL: https://doi.org/10.2307/2008436

zbMATH Keywords

ill-conditioned matrixTikhonov's regularizationlinear ill-conditioned Gauss-Markov model

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Numerical solutions to overdetermined systems, pseudoinverses (65F20)

Related Items (3)

A numerical algorithm for computing the restricted singular value decomposition of matrix triplets ⋮ Implicit QR factorization of a product of three matrices ⋮ Regularization tools: A Matlab package for analysis and solution of discrete ill-posed problems

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