02.3.2. Badly Weighted Least Squares—Solution
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。
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.