Transcending The Least Squares
Data Analysis, Statistics and Probability
2009-12-16 v3 High Energy Physics - Phenomenology
Statistics Theory
Statistics Theory
Abstract
The method of quasi-optimal weights provides a comprehensive, asymptotically optimal, transparent and flexible alternative to the least squares method. The optimality holds for a general non-linear, non-gaussian case.
Cite
@article{arxiv.physics/0604127,
title = {Transcending The Least Squares},
author = {Fyodor V. Tkachov},
journal= {arXiv preprint arXiv:physics/0604127},
year = {2009}
}
Comments
6 pages. v3: Gauss-Markov mentioned explicitly; fin. support updated. v2: factors N fixed; many fine-tunings; additions to references. The author would like this text not to contribute to perpetuation of the practice of anonymous peer review. The arXiv is just enough. http://www.inr.ac.ru/~ftkachov/projects/qow/transleastsquares.html