| 正态误差模型的最优稳健估计 |
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| 引用本文： | 孙慧慧. 正态误差模型的最优稳健估计[J]. 新乡学院学报(自然科学版), 2012, 0(5): 394-395 |
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| 作者姓名： | 孙慧慧 |
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| 作者单位： | 盐城师范学院数学科学学院 |
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| 摘 要： | 通过构造Lagrange函数,得到了具有正态误差模型的参数最优稳健估计是Huber估计的结论,说明了Huber函数作为最常用的稳健估计函数的原因.
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| 关 键 词： | Lagrange函数 最优稳健估计 Huber函数 |
Optimal Robust Estimation of Models with Normal Error |
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| SUN Hui-hui. Optimal Robust Estimation of Models with Normal Error[J]. , 2012, 0(5): 394-395 |
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| Authors: | SUN Hui-hui |
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| Affiliation: | SUN Hui-hui(School of Mathematical Sciences,Yancheng Teachers University,Yancheng 224002,China) |
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| Abstract: | Conclusion that the optimal robust estimations of parameters in the model with normal error are Huber estimations is got by constructing Lagrange function.It states the reasons that Huber＇s function is chosen as the most common robust estimation function. |
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| Keywords: | Lagrange function optimal robust estimation Huber function |
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