- least-squares estimation method
- метод оценивания по критерию наименьших квадратов
Авиасловарь. М.А.Левин. 2004.
Авиасловарь. М.А.Левин. 2004.
Least-squares estimation of linear regression coefficients — In parametric statistics, the least squares estimator is often used to estimate the coefficients of a linear regression. The least squares estimator optimizes a certain criterion (namely it minimizes the sum of the square of the residuals). In… … Wikipedia
Least squares — The method of least squares is a standard approach to the approximate solution of overdetermined systems, i.e., sets of equations in which there are more equations than unknowns. Least squares means that the overall solution minimizes the sum of… … Wikipedia
Least-squares spectral analysis — (LSSA) is a method of estimating a frequency spectrum, based on a least squares fit of sinusoids to data samples, similar to Fourier analysis. [cite book | title = Variable Stars As Essential Astrophysical Tools | author = Cafer Ibanoglu |… … Wikipedia
Least Squares Method — A statistical technique to determine the line of best fit for a model. The least squares method is specified by an equation with certain parameters to observed data. This method is extensively used in regression analysis and estimation. In the… … Investment dictionary
Ordinary least squares — This article is about the statistical properties of unweighted linear regression analysis. For more general regression analysis, see regression analysis. For linear regression on a single variable, see simple linear regression. For the… … Wikipedia
Linear least squares (mathematics) — This article is about the mathematics that underlie curve fitting using linear least squares. For statistical regression analysis using least squares, see linear regression. For linear regression on a single variable, see simple linear regression … Wikipedia
Iteratively re-weighted least squares — The method of iteratively re weighted least squares (IRLS) is a numerical algorithm for minimizing any specified objective function using a standard weighted least squares method such as Gaussian elimination. Whereas techniques are widely… … Wikipedia
Partial least squares regression — In statistics, the method of partial least squares regression (PLS regression) bears some relation to principal component analysis; instead of finding the hyperplanes of minimum variance, it finds a linear model describing some predicted… … Wikipedia
Least absolute deviations — (LAD), also known as Least Absolute Errors (LAE), Least Absolute Value (LAV), or the L1 norm problem, is a mathematical optimization technique similar to the popular least squares technique that attempts to find a function which closely… … Wikipedia
Estimation theory — is a branch of statistics and signal processing that deals with estimating the values of parameters based on measured/empirical data. The parameters describe an underlying physical setting in such a way that the value of the parameters affects… … Wikipedia
Method of moments (statistics) — See method of moments (probability theory) for an account of a technique for proving convergence in distribution. In statistics, the method of moments is a method of estimation of population parameters such as mean, variance, median, etc. (which… … Wikipedia