| 最小一乘估计性质的讨论 |
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| 引用本文： | 寇桂晏,陈希镇.最小一乘估计性质的讨论[J].温州大学学报(自然科学版),2013(4):5-11. |
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| 作者姓名： | 寇桂晏 陈希镇 |
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| 作者单位： | 温州大学数学与信息科学学院,浙江温州325035 |
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| 摘 要： | 解决某些问题时,最小一乘准则在很大程度上优于最小二乘准则.通过对最小一乘准则与最小二乘准则的比较分析,给出了最小一乘估计的一些优良性质,如无偏性、渐近正态性、有效性等,并做了相应的理论证明.
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| 关 键 词： | 最小一乘法 无偏性 渐近正态性 有效性 |
A Discussion on the Properties of the Least Absolute Deviation Estimator |
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| KOU Guiyan,CHEN Xizhen.A Discussion on the Properties of the Least Absolute Deviation Estimator[J].Journal of Wenzhou University Natural Science,2013(4):5-11. |
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| Authors: | KOU Guiyan CHEN Xizhen |
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| Institution: | (School of Mathematics and Information Science, Wenzhou University, Wenzhou, China 325035) |
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| Abstract: | In addressing certain issues, the criterion of the Least Absolute Deviation is better than that of the Least Square Method to a large extent. After the contrastive analysis between the criterion of the Least Absolute Deviation and that of the Least Square Method, some of the good properties of the Least Absolute Deviation are given, such as unbiased property, asymptotic normality properties, effectiveness, and so on, which are then proved theoretically. |
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| Keywords: | Least Absolute Deviation Unbiased Property Asymptotic Normality Properties Effectiveness |
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