不良加权最小二乘:解法

02.3.2. Badly Weighted Least Squares—Solution

Econometric Theory · 2003
被引 0
人大 A-ABS 4

中文导读

介绍了Geert Dhaene独立提出的不良加权最小二乘问题的一个优秀解法,并给出了Koenker和Portnoy基于拉普拉斯变换凸性对p=1情形的证明。

Abstract

Badly weighted least squares—solution.An excellent solution was independently proposed by Geert Dhaene. A proof for the case p = 1 based on the convexity of Laplace transforms was also provided by Koenker and Portnoy, the posers of the problem.

加权最小二乘凸性拉普拉斯变换