Abstract
The present note calls attention to a simple algorithm for computation of the orthogonal matrix associated with the matrix of the normal equations of least squares. An application of the "forward" solution associated with the orthogonalization process is also pointed out.
Citation
Bradford F. Kimball. "Note on Computation of Orthogonal Predictors." Ann. Math. Statist. 24 (2) 299 - 303, June, 1953. https://doi.org/10.1214/aoms/1177729037
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