On the Sensitivity of Least Squares Data Fitting by Nonnegative Second Divided Differences

DOI10.1007/978-3-319-18567-5_5zbMath1365.90183OpenAlexW2335889782MaRDI QIDQ5270507

I. C. Demetriou

Publication date: 23 June 2017

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-18567-5_5

zbMATH Keywords

quadratic programmingsensitivity analysisdata fittingleast squarespiecewise linear interpolation

Mathematics Subject Classification ID

General nonlinear regression (62J02) Quadratic programming (90C20) Sensitivity, stability, parametric optimization (90C31)

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Cites Work

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• A numerically stable dual method for solving strictly convex quadratic programs
• Consistency in concave regression
• Estimation of a convex function: Characterizations and asymptotic theory.
• Signs of divided differences yield least squares data fitting with constrained monotonicity or convexity
• The Minimum Sum of Squares Change to Univariate Data that gives Convexity
• Algorithm 742: L2CXFT
• Point Estimates of Ordinates of Concave Functions
• A practical guide to splines.

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