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加权最小绝对偏差法的搜索解法
引用本文:李显方.加权最小绝对偏差法的搜索解法[J].计算数学,1996,18(2):183-188.
作者姓名:李显方
作者单位:中南工业大学
摘    要:加权最小绝对偏差法的搜索解法李显方(中南工业大学)SEARCHMETHODOFWEIGHTEDLEASTABSOLUTEDEVIATIONSMETHOD¥LiXian-fang(CentralSouthUniversityofTechnology,C...

关 键 词:最小绝对偏差法  搜索解法  加权  拟合回归

SEARCH METHOD OF WEIGHTED LEAST ABSOLUTE DEVIATIONS METHOD
Institution:Li Xian-fang (Central South University of Technology, Changsha)
Abstract:Abstract In this paper, multiple linear litting or regression (FR) problem is discussed by using weighted least absolute deviations method. It is proved that weighted absolute deviations function has the minimum, and there is a optimum FR hyperplane spaned by (m +1) observation points in (m + 1)-dimensional space. Then, Search procedure is introduced for estimating FR coefficients, some examples illustrate the effectiveness of this method.
Keywords:
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