On a Theorem Used in Nonlinear Least Squares
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Publication:5525108
DOI10.1137/0114094zbMath0147.19305OpenAlexW2073186750MaRDI QIDQ5525108
Publication date: 1966
Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0114094
Related Items (8)
Generalized ridge regression, least squares with stochastic prior information, and Bayesian estimators ⋮ Minimum average risk estimators for coefficients in linear models ⋮ Relative efficiencies of some simple Bayes estimators of coefficients in dynamic models. I ⋮ The existence of moments of some simple Bayes estimators of coefficients in a simultaneous equation model ⋮ Relative efficiencies of some simple Bayes estimators of coefficients in a dynamic equation with serially correlated errors. II ⋮ Two methods of evaluating hoerl and kennard's ridge regression ⋮ On discrete rational least squares approximation ⋮ On iterative methods for solving nonlinear least squares problems over convex sets
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