Transcending The Least Squares

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.

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

References in corpus (3)

• Measurement of the Negative Muon Anomalous Magnetic Moment to 0.7 ppm
• Towards a standard jet definition
• Pouzyry: a novel class of algorithms for restoring a function from a random sample

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• Error estimation in the method of quasi-optimal weights