scientific article; zbMATH DE number 4189026

MaRDI QIDQ5753399zbMATH OpenFDO

Authors Nicholas J. Higham

Publication date 1990

zbMATH Keywords

perturbation theoryapproximate solutionexact solutionleast squares estimatebackward error techniquesmatrix norm estimatorsensitivity of the Longley test problem

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Probabilistic methods, stochastic differential equations (65C99) Numerical solutions to overdetermined systems, pseudoinverses (65F20)

Recommendations

• Component-wise perturbation analysis and error bounds for linear least squares solutions
• Simple backward error bounds for linear least-squares problems
• Error bounds for computed least squares estimators
• Estimation of optimal backward perturbation bounds for the linear least squares problem
• Backward Perturbation Bounds for Linear Least Squares Problems

Cited in

(5)

• Error bounds for computed least squares estimators
• Analysis of least squares regression estimates in case of additional errors in the variables
• On optimal backward perturbation bounds for the linear least squares problem
• EIV regression with bounded errors in data: total `least squares' with Chebyshev norm
• Backward error and condition number analysis for the indefinite linear least squares problem

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