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This article is cited in 2 scientific papers (total in 2 papers)
Mathematical Modeling
Linear regression estimation using generalized least absolute deviations
A. N. Tyrsina, L. A. Sokolovb a Reliability and Resource of Large Machine and Systems, Science and Engineering Center, Ural Branch of RAS, Ekaterinburg
b Dept. of Control and Optimization Theory, Chelyabinsk State University, Chelyabinsk
(published under the terms of the Creative Commons Attribution 4.0 International License)
Abstract:
The generalized least modules method is shown in this paper. It can be applied to find estimations of parameters of the linear regression model that is based on experimental data. The theorems of existence and finding of solution are proved. The consistency of estimator is proved as well. The results of investigation of regression parameters are demonstrated here. Monte-Carlo method was used for this investigation.
Keywords:
generalized least modules method, estimations, regression, consistency, experimental data
Original article submitted 04/V/2010 revision submitted – 10/X/2010
Citation:
A. N. Tyrsin, L. A. Sokolov, “Linear regression estimation using generalized least absolute deviations”, Vestn. Samar. Gos. Tekhn. Univ., Ser. Fiz.-Mat. Nauki [J. Samara State Tech. Univ., Ser. Phys. Math. Sci.], 5(21) (2010), 134–142
Linking options:
https://www.mathnet.ru/eng/vsgtu797 https://www.mathnet.ru/eng/vsgtu/v121/p134
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