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weighted least-squares principle
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weighted least-squares principle
Encyclopedia
理学
最小二乘原理
释
weighted least-squares principle
加权最小二乘原理
对原模型进行加权,使之成为一个新的不存在异方差性的模型,然后采用普通最小二乘法估计其参数的方法。最小二乘法可看作是加权最小二乘法的特例。
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