β Scribed by Helmuth SpΓ€th and Werner Rheinboldt (Auth.)
No coin nor oath required. For personal study only.
This volume presents an overview of numerical methods for linear regression, including FORTRAN subroutines. Linear regression has useful applications in business, statistics and engineering and this work covers all three important cases where p=1,2 and infinity
Content:
Inside Front Cover, Page ii
Front Matter, Page iii
Copyright, Page iv
Preface, Pages vii-viii
Preface to the English Edition, Page viii
Notation, Pages ix-x
I - Introduction, Pages 1-15
II - Linear Lp Regression, Pages 17-192
3 - Robust Regression (ROBUST), Pages 193-206
4 - Ridge Regression (RRL2, RRL1, RRLI), Pages 207-216
5 - Linear Lp Regression with Linear Constraints, Pages 217-248
6 - Linear Lp Regression with Nonnegative Parameters (p = 2: NNLS; p = 1: NNL1; p = β: NNLI), Pages 249-258
7 - Orthogonal Linear Lp Regression, Pages 259-299
Final Remarks, Pages 299-301
List of Subroutines, Page 302
Appendix: Examples, Pages 303-324
Index, Pages 325-327
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