The Early Use of Matrix Diagonal Increments in Statistical Problems

DOI10.1137/1031089MaRDI QIDQ4205004zbMATH OpenOpenAlexFDO

Authors George Casella, W. W. Piegorsch

Publication date 1989

Published in SIAM Review (Search for Journal in Brave)

Full work available at URL https://hdl.handle.net/1813/32937

zbMATH Keywords

condition of a matrixill-conditioned matrixlinear regressionmethod of diagonal incrementationnonlinear least squarepreconditioningridge regression

Mathematics Subject Classification ID

General nonlinear regression (62J02) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07) Probabilistic methods, stochastic differential equations (65C99) Iterative numerical methods for linear systems (65F10)

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Cited in

(8)

• An examination of evaluation algorithms for the RBF method
• A modification on strictly positive definite RBF-DQ method based on matrix decomposition
• Radial basis function-generated finite differences with Bessel weights for the 2D Helmholtz equation
• Implementation of ridge-type estimation methods using orthogonal transformations
• Regularized symmetric positive definite matrix factorizations for linear systems arising from RBF interpolation and differentiation
• Mitigating collinearity in linear regression models using ridge, surrogate and raised estimators
• Ridge regression and the Lasso: how do they do as finders of significant regressors and their multipliers?
• A Geometrical Interpretation of Collinearity: A Natural Way to Justify Ridge Regression and Its Anomalies

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