Early use of matrix diagonal increments in statistical problems

Walter W. Piegorsch, George Casella

Research output: Contribution to journalArticlepeer-review

15 Scopus citations

Abstract

The 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.

Original languageEnglish (US)
Pages (from-to)428-434
Number of pages7
JournalSIAM Review
Volume31
Issue number3
DOIs
StatePublished - 1989
Externally publishedYes

ASJC Scopus subject areas

  • Theoretical Computer Science
  • Computational Mathematics
  • Applied Mathematics

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