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arXiv physics/0604127physics.data-anhep-phmath.STstat.TH
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超越最小二乘

Transcending The Least Squares

Fyodor V. Tkachov

备注：
6 pages. v3: Gauss-Markov mentioned explicitly; fin. support updated. v2: factors N fixed; many fine-tunings; additions to references. The author would like this text not to contribute to perpetuation of the practice of anonymous peer review. The arXiv is just enough. http://www.inr.ac.ru/~ftkachov/projects/qow/transleastsquares.html
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摘要：

准最优权值法提供了一种全面的、渐近最优的、透明的和灵活的最小二乘法的替代方法。最优性适用于一般的非线性、非高斯情况。

英文摘要：

The method of quasi-optimal weights provides a comprehensive, asymptotically optimal, transparent and flexible alternative to the least squares method. The optimality holds for a general non-linear, non-gaussian case.

机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。

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