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.
- Sprache
-
Englisch
- Erschienen in
-
Series: Papers ; No. 2004,23
- Klassifikation
-
Wirtschaft
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Čížek, Pavel
Čížková, Lenka
- Ereignis
-
Veröffentlichung
- (wer)
-
Humboldt-Universität zu Berlin, Center for Applied Statistics and Economics (CASE)
- (wo)
-
Berlin
- (wann)
-
2004
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:43 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Čížek, Pavel
- Čížková, Lenka
- Humboldt-Universität zu Berlin, Center for Applied Statistics and Economics (CASE)
Entstanden
- 2004
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