Higham, Nicholas J. and Stewart, G. W.
(1987)
*Numerical Linear Algebra in Statistical Computing.*
In:
The State of the Art in Numerical Analysis.
Oxford University Press, Oxford, UK, pp. 41-57.
ISBN 0-19-853614-3

PDF
hist87.pdf Download (546kB) |

## Abstract

Some of the factors to be considered when applying the techniques of numerical linear algebra to statistical problems are discussed with reference to three particular examples: the use of the normal equations in regression problems; the use of perturbation theory to assess the effects of errors in regression matrices; and the phenomenon of benign degeneracy, in which the numerical problem becomes more difficult even as the associated statistical problem becomes easier.

Item Type: | Book Section |
---|---|

Subjects: | MSC 2010, the AMS's Mathematics Subject Classification > 62 Statistics MSC 2010, the AMS's Mathematics Subject Classification > 65 Numerical analysis |

Depositing User: | Nick Higham |

Date Deposited: | 23 Nov 2008 |

Last Modified: | 20 Oct 2017 14:12 |

URI: | https://eprints.maths.manchester.ac.uk/id/eprint/1195 |

## Actions (login required)

View Item |