The weight coefficients in the weighted least squares method
Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 18 (2015) no. 3, pp. 275-288
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We consider the problem of estimating parameters of linear mathematical models. It is proved that due to the choice of weights in the least squares method it is possible to obtain solutions by minimizing any penalty functions of a wide class, including those of the Hölder norms. A limitation on a set of solutions resulting from the variation of the weights in the least squares method has been determined. The possibility of the practical use of the established theoretical facts is illustrated by the ecology-mathematical models.
@article{SJVM_2015_18_3_a2,
author = {I. V. Bychkov and V. I. Zorkaltsev and A. V. Kazazaeva},
title = {The weight coefficients in the weighted least squares method},
journal = {Sibirskij \v{z}urnal vy\v{c}islitelʹnoj matematiki},
pages = {275--288},
publisher = {mathdoc},
volume = {18},
number = {3},
year = {2015},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/SJVM_2015_18_3_a2/}
}
TY - JOUR AU - I. V. Bychkov AU - V. I. Zorkaltsev AU - A. V. Kazazaeva TI - The weight coefficients in the weighted least squares method JO - Sibirskij žurnal vyčislitelʹnoj matematiki PY - 2015 SP - 275 EP - 288 VL - 18 IS - 3 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/SJVM_2015_18_3_a2/ LA - ru ID - SJVM_2015_18_3_a2 ER -
%0 Journal Article %A I. V. Bychkov %A V. I. Zorkaltsev %A A. V. Kazazaeva %T The weight coefficients in the weighted least squares method %J Sibirskij žurnal vyčislitelʹnoj matematiki %D 2015 %P 275-288 %V 18 %N 3 %I mathdoc %U http://geodesic.mathdoc.fr/item/SJVM_2015_18_3_a2/ %G ru %F SJVM_2015_18_3_a2
I. V. Bychkov; V. I. Zorkaltsev; A. V. Kazazaeva. The weight coefficients in the weighted least squares method. Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 18 (2015) no. 3, pp. 275-288. http://geodesic.mathdoc.fr/item/SJVM_2015_18_3_a2/