Erratum: Inverting a Sum of Matrices

DOI10.1137/1032080zbMath0706.65027OpenAlexW2065582930MaRDI QIDQ3486740

George Casella, Walter W. Piegorsch

Publication date: 1990

Published in: SIAM Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1032080

zbMATH Keywords

preconditioningridge regressionill-conditioned matrixlinear regressionnonlinear least squareCorrectioncondition of a matrixmethod of diagonal incrementation

Mathematics Subject Classification ID

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

Related Items (1)

Random walk with restart: fast solutions and applications

This page was built for publication: Erratum: Inverting a Sum of Matrices