Level choice in truncated total least squares

DOI10.1016/j.csda.2007.05.015zbMath1452.62125OpenAlexW2001112900MaRDI QIDQ1020912

Diana Maria Sima, Sabine Van Huffel

Publication date: 2 June 2009

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

Full work available at URL: https://doi.org/10.1016/j.csda.2007.05.015

zbMATH Keywords

model selectiontruncated singular value decompositiongeneralized cross validationinformation criteriaeffective number of parametersfilter factorstruncated total least squares

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05) Numerical solutions to overdetermined systems, pseudoinverses (65F20)

Related Items (5)

Truncation level selection in nonparametric regression using Padé approximation ⋮ Acoustic Scattering Field Reconstruction Using Truncated Total Least Square Algorithm ⋮ Editorial: Total least squares and errors-in-variables modeling ⋮ Estimating the Nonparametric Regression Function by Using Padé Approximation Based on Total Least Squares ⋮ Rational (Padé) approximation for estimating the components of the partially-linear regression model

Uses Software

• Regularization tools
• UTV
• VanHuffel

Cites Work

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• Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
• Analysis of Discrete Ill-Posed Problems by Means of the L-Curve
• Generalised information criteria in model selection
• Regularization by Truncated Total Least Squares
• A Regularization Parameter in Discrete Ill-Posed Problems
• Core Problems in Linear Algebraic Systems
• A new look at the statistical model identification

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