The Early Use of Matrix Diagonal Increments in Statistical Problems

DOI10.1137/1031089zbMath0686.65013OpenAlexW2057200460MaRDI QIDQ4205004

George Casella, Walter W. Piegorsch

Publication date: 1989

Published in: SIAM Review (Search for Journal in Brave)

Full work available at URL: https://hdl.handle.net/1813/32937

zbMATH Keywords

preconditioningridge regressionill-conditioned matrixlinear regressionnonlinear least squarecondition of a matrixmethod of diagonal incrementation

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) General nonlinear regression (62J02) Iterative numerical methods for linear systems (65F10) Probabilistic methods, stochastic differential equations (65C99)

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