Statistical measures for least squares using the Q R algorithm

DOI10.1007/S10957-005-7499-4MaRDI QIDQ2499356zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 14 August 2006

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

Full work available at URL https://doi.org/10.1007/s10957-005-7499-4

zbMATH Keywords

multicollinearityOptimal controlregression coefficientsstatistical tests

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) Least squares and related methods for stochastic control systems (93E24)

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Cites work

• A unified approach for the recursive determination of generalized inverses
• An alternative proof of the Greville formula
• Dynamic programming and diagnostic classification
• Dynamic programming and minimal norm solutions of least squares problems
• General forms for the recursive determination of generalized inverses: Unified approach
• Sequential determination of the \(\{1, 4\}\)-inverse of a matrix

Cited in

(1)

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

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