Statistical measures for ordinary least squares using the \({\alpha}\)Q algorithm

DOI10.1023/A:1023937419543zbMath1048.62072MaRDI QIDQ1411516

D. Massart

Publication date: 29 October 2003

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

least squares; Optimal control; statistical tests; regression coefficient

Mathematics Subject Classification ID

62J05: Linear regression; mixed models

49L20: Dynamic programming in optimal control and differential games

90C39: Dynamic programming