Colinéarité et instabilité numérique dans le modèle linéaire

Thierry Foucart

RAIRO - Operations Research - Recherche Opérationnelle (2000)

  • Volume: 34, Issue: 2, page 199-212
  • ISSN: 0399-0559

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Foucart, Thierry. "Colinéarité et instabilité numérique dans le modèle linéaire." RAIRO - Operations Research - Recherche Opérationnelle 34.2 (2000): 199-212. <http://eudml.org/doc/105216>.

@article{Foucart2000,
author = {Foucart, Thierry},
journal = {RAIRO - Operations Research - Recherche Opérationnelle},
keywords = {linear multiple model; collinearity; multiple correlation coefficients; symmetric definite positive matrix; Cholesky's factorization},
language = {fre},
number = {2},
pages = {199-212},
publisher = {EDP-Sciences},
title = {Colinéarité et instabilité numérique dans le modèle linéaire},
url = {http://eudml.org/doc/105216},
volume = {34},
year = {2000},
}

TY - JOUR
AU - Foucart, Thierry
TI - Colinéarité et instabilité numérique dans le modèle linéaire
JO - RAIRO - Operations Research - Recherche Opérationnelle
PY - 2000
PB - EDP-Sciences
VL - 34
IS - 2
SP - 199
EP - 212
LA - fre
KW - linear multiple model; collinearity; multiple correlation coefficients; symmetric definite positive matrix; Cholesky's factorization
UR - http://eudml.org/doc/105216
ER -

References

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  4. 4. P.G. CIARLET, Introduction to Numerical Linear Algebra and Optimisation. Cambridge University Press, London (1989). Zbl0672.65001MR1015713
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  6. 6. T. FOUCART, Numerical Analysis of a Correlation Matrix. Statistics 29 (1997) 347-361. Zbl0874.62065MR1474945
  7. 7. T. FOUCART, Stabiliby of the inverse correlation matrix. Partial ridge regression J. Statist. Plann. Inference 77 (1999) 141-154. Zbl0943.62064MR1677813
  8. 8. D.M. HAWKINS et W.J.R. EPLETT, The Cholesky Factorization of the Inverse Correlation or Covariance Matrix in Multiple Regression. Technometrics 24 (1982) 191-198. Zbl0498.62057
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  10. 10. A.E. HOERL et R.W. KENNARD, Ridge Regression: biased estimation for nonorthogonal problems. Technometrics 12 ( 1970a) 55-67. Zbl0202.17205
  11. 11. A.E. HOERL et R.W. KENNARD, Ridge Regression: Applications to nonorthogonal problems. Technometrics 12 ( 1970b) 69-82. Zbl0202.17206
  12. 12. I.T. JOLLIFFE, A note on the use of principal components in regression. Appl. Statist 31 (1982) 330-303. 
  13. 13. T. NAES et I.S. HELLAND, Relevant Components in Regression. Scand. J. Statis. 20 (1993) 239-250. Zbl0788.62061
  14. 14. M. TENENHAUS, La régression PLS, théorie et pratique. Technip, Paris (1998). Zbl0923.62058
  15. 15. J. WHITTAKER, Graphical models in applied multivariate statistics. Wiley, New York (1990). Zbl1151.62053
  16. 16. S. WOLD, A. RUHE, H. WOLD et W.J. DUNN III, The collinearity problem in linear regression, The partial least squares (PLS) approached to generalized inverses. SIAM Sci. Stat. Comp. 5 (1984) 735-743. Zbl0545.62044

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