Benchmarking numerical accuracy of statistical algorithms

DOI10.1016/0167-9473(88)90093-XzbMATH Open0729.65502OpenAlexW2079185666MaRDI QIDQ807008FDOQ807008

Authors: Stephen D. Simon, James P. Lesage 

Publication date: 1988

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(88)90093-x

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Software, source code, etc. for problems pertaining to statistics (62-04)

Cites Work

• Test procedures and test problems for least squares algorithms
• Title not available (Why is that?)

Cited In (3)

• An accurate updating formula to calculate sample variance from weighted successive differences
• A comparison of algorithms for forming the QR decomposition for use in regression
• Iterative refinement of the singular-value decomposition solution to the regression equations

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