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Norm Approximation Problems and Norm Statistics
1Institute for Basic Standards, National Bureau of Standards, Washington, DC 20234.
Abstract:
This paper explores a relation between various approximation problems (arising from fitting linear models to data) and corresponding statistical measures (norm statistics). It is established that for any optimal solution to an approximation problem defined with respect to a norm, the resulting residuals have zero as their norm statistic. This result holds whenever the underlying design matrix has a column of ones. An extension to the case of arbitrary design matrices is also considered.
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