The Early Use of Matrix Diagonal Increments in Statistical Problems | Zendy

Walter W. Piegorsch | Zendy; George Casella | Zendy

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The Early Use of Matrix Diagonal Increments in Statistical Problems

Author(s) -

Walter W. Piegorsch,

George Casella

Publication year - 1989

Publication title -

siam review

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 4.683

H-Index - 120

eISSN - 1095-7200

pISSN - 0036-1445

DOI - 10.1137/1031089

Subject(s) - diagonal , mathematics , diagonal matrix , ridge , matrix (chemical analysis) , main diagonal , inversion (geology) , nonlinear system , design matrix , linear least squares , mathematical optimization , statistics , regression analysis , linear model , geometry , geology , physics , geography , cartography , paleontology , materials science , structural basin , quantum mechanics , composite material

he early motivation for and development of diagonal increments to ease matrix inversion in least squares (LS) problems is discussed. It is noted that this diagonal incrementation evolved from three major directions: modification of existing methodology in nonlinear LS, utilization of additional information in linear regression, and improvement of the numerical condition of a matrix. The interplay among these factors and the advent of ridge regression are considered in a historical and comparative framework

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