Arbeitspapier
Numerical Linear Algebra
Many methods of computational statistics lead to matrix-algebra or numerical- mathematics problems. For example, the least squares method in linear regression reduces to solving a system of linear equations. The principal components method is based on finding eigenvalues and eigenvectors of a matrix. Nonlinear optimization methods such as Newton?s method often employ the inversion of a Hessian matrix. In all these cases, we need numerical linear algebra.
- Language
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Englisch
- Bibliographic citation
-
Series: Papers ; No. 2004,23
- Classification
-
Wirtschaft
- Event
-
Geistige Schöpfung
- (who)
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Čížek, Pavel
Čížková, Lenka
- Event
-
Veröffentlichung
- (who)
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Humboldt-Universität zu Berlin, Center for Applied Statistics and Economics (CASE)
- (where)
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Berlin
- (when)
-
2004
- Handle
- Last update
-
10.03.2025, 11:43 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Čížek, Pavel
- Čížková, Lenka
- Humboldt-Universität zu Berlin, Center for Applied Statistics and Economics (CASE)
Time of origin
- 2004
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