On algorithms for generalized least squares problems with ill-conditioned covariance matrices

Computational Statistics

Volumn 11, Issue 3, 1996, Pages 303-313

  Söderkvist, Inge ^a  

^a LULEÅ UNIVERSITY OF TECHNOLOGY   (Sweden)

Author keywords

Generalized least squares; Ill conditioning; Numerical stability; Weighted least squares

Indexed keywords

EID: 0038869364     PISSN: 09434062     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (10)

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9. Smith, B., Boyle, J., Garlow, B., Ikebe, Y., Klema, V., and Moler, C. (1976). Matrix Eigensystem Routines - EISPACK Guide, Lecture Notes in Computer Science, volume 6. Springer-Verlag, second edition.
10. Strang, G. (1986). Introduction to Applied Mathematics. Wellesley-Cambridge Press, Wellesley.