Benchmarking numerical accuracy of statistical algorithms

DOI10.1016/0167-9473(88)90093-XMaRDI QIDQ807008zbMATH OpenOpenAlexFDO

Authors Stephen D. Simon, James P. Lesage

Publication date 1988

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-9473(88)90093-x

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Software, source code, etc. for problems pertaining to statistics (62-04)

Cites work

• scientific article; zbMATH DE number 3291685 (Why is no real title available?)
• Test procedures and test problems for least squares algorithms

Cited in

(3)

• An accurate updating formula to calculate sample variance from weighted successive differences
• A comparison of algorithms for forming the QR decomposition for use in regression
• Iterative refinement of the singular-value decomposition solution to the regression equations

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