Geodesic
The Estimation of Linear Regression is Based on the Generalized Least Modules Method
Journal of Samara State Technical University, Ser. Physical and Mathematical Sciences, no. 5 (2010), pp. 134-142

Voir la notice de l'article provenant de la source Math-Net.Ru

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, consistency, experimental data.
Mots-clés : estimations, regression 
@article{VSGTU_2010_5_a14,
     author = {A. N. Tyrsin and L. A. Sokolov},
     title = {The {Estimation} of {Linear} {Regression} is {Based} on the {Generalized} {Least} {Modules} {Method}},
     journal = {Journal of Samara State Technical University, Ser. Physical and Mathematical Sciences},
     pages = {134--142},
     publisher = {mathdoc},
     number = {5},
     year = {2010},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/VSGTU_2010_5_a14/}
}
TY  - JOUR
AU  - A. N. Tyrsin
AU  - L. A. Sokolov
TI  - The Estimation of Linear Regression is Based on the Generalized Least Modules Method
JO  - Journal of Samara State Technical University, Ser. Physical and Mathematical Sciences
PY  - 2010
SP  - 134
EP  - 142
IS  - 5
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/VSGTU_2010_5_a14/
LA  - ru
ID  - VSGTU_2010_5_a14
ER  - 
%0 Journal Article
%A A. N. Tyrsin
%A L. A. Sokolov
%T The Estimation of Linear Regression is Based on the Generalized Least Modules Method
%J Journal of Samara State Technical University, Ser. Physical and Mathematical Sciences
%D 2010
%P 134-142
%N 5
%I mathdoc
%U http://geodesic.mathdoc.fr/item/VSGTU_2010_5_a14/
%G ru
%F VSGTU_2010_5_a14
A. N. Tyrsin; L. A. Sokolov. The Estimation of Linear Regression is Based on the Generalized Least Modules Method. Journal of Samara State Technical University, Ser. Physical and Mathematical Sciences, no. 5 (2010), pp. 134-142. http://geodesic.mathdoc.fr/item/VSGTU_2010_5_a14/