Algebraic relationships between classical regression and total least- squares estimation
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Publication:1094861
DOI10.1016/S0024-3795(87)90320-XzbMath0631.65150MaRDI QIDQ1094861
Sabine Van Huffel, Joos Vandewalle
Publication date: 1987
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Linear regression; mixed models (62J05) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Probabilistic methods, stochastic differential equations (65C99)
Related Items
Analysis of the generalized total least squares problem \(AX\approx B\) when some columns of \(A\) are free of error, Perturbation theory for orthogonal projection methods with applications to least squares and total least squares, Algebraic connections between the least squares and total least squares problems, Algebraic relations between the total least squares and least squares problems with more than one solution
Cites Work
- An Analysis of the Total Least Squares Problem
- On the invariance of perturbed null vectors under column scaling
- Estimation in a multivariate errors in variables regression model: Large sample results
- The Fitting of Straight Lines When both Variables are Subject to Error
- Latent Root Regression Analysis
- Biased Estimation in Regression: An Evaluation Using Mean Squared Error
- Polynomial Curve Fitting When Abscissas and Ordinates are both Subject to Error
- Extensions and Applications of the Householder Algorithm for Solving Linear Least Squares Problems
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
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