Note on Computation of Orthogonal Predictors

Kimball, Bradford F.

Ann. Math. Statist., Tome 24 (1953) no. 4, p. 299-303 / Harvested from Project Euclid

Résumé

The present note calls attention to a simple algorithm for computation of the orthogonal matrix associated with the matrix of the normal equations of least squares. An application of the "forward" solution associated with the orthogonalization process is also pointed out.

Publié le : 1953-06-14
Classification:

@article{1177729037,
     author = {Kimball, Bradford F.},
     title = {Note on Computation of Orthogonal Predictors},
     journal = {Ann. Math. Statist.},
     volume = {24},
     number = {4},
     year = {1953},
     pages = { 299-303},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177729037}
}

Kimball, Bradford F. Note on Computation of Orthogonal Predictors. Ann. Math. Statist., Tome 24 (1953) no. 4, pp.  299-303. http://gdmltest.u-ga.fr/item/1177729037/