Transcending The Least Squares

Details Transcending The Least Squares Transcending The Least Squares

2006-04-17

arxiv.org/abs/physics/0604127v3

Physics

Data Analysis, Statistics and Probability

6 pages. v3: Gauss-Markov mentioned explicitly; fin. support updated. v2: factors N fixed; many fine-tunings; additions to ref

Scientific paper

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.

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