Implicitly-weighted total least squares
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Publication:541921
DOI10.1016/j.laa.2010.06.020zbMath1218.65039OpenAlexW2047111816MaRDI QIDQ541921
Sungwoo Park, Dianne P. O'Leary
Publication date: 8 June 2011
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.laa.2010.06.020
least squareserrors in variableslinear regressiontotal least squaresvariance estimationdata least squares
Related Items (4)
Consistent estimation with the use of orthogonal projections for a linear regression model with errors in the variables ⋮ Strong convergence for the dynamic mode decomposition based on the total least squares to noisy datasets ⋮ Statistical modeling and an adaptive averaging technique for strong convergence of the dynamic mode decomposition ⋮ Strong consistency of the projected total least squares dynamic mode decomposition for datasets with random noise
Uses Software
Cites Work
- Estimation in a multivariate errors in variables regression model: Large sample results
- Scaled total least squares fundamentals
- An Improved Algorithm for Computing the Singular Value Decomposition
- ARPACK Users' Guide
- Updating a Rank-Revealing ULV Decomposition
- Calculating the Singular Values and Pseudo-Inverse of a Matrix
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