Benchmarking numerical accuracy of statistical algorithms

DOI10.1016/0167-9473(88)90093-XzbMath0729.65502OpenAlexW2079185666MaRDI QIDQ807008

James P. Lesage, Stephen D. Simon

Publication date: 1988

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

Full work available at URL: https://doi.org/10.1016/0167-9473(88)90093-x

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Probabilistic methods, stochastic differential equations (65C99)

Related Items

An accurate updating formula to calculate sample variance from weighted successive differences, Iterative refinement of the singular-value decomposition solution to the regression equations, A comparison of algorithms for forming the QR decomposition for use in regression

Cites Work

• Test procedures and test problems for least squares algorithms
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