最小一乘估计的几个性质

Some properties of least simple estimate

定义了最优极点和稳定极点2个概念,在非退化模型下讨论了它们与最小一乘估计间的等价关系,得出了稳定极点就是最优极点的结论,有利于找到求解最小一乘估计更简单的算法.

We define two concepts about the best polar point and stable polar point, then discuss the equivalent relationship among the best polar point, stable polar point and least simple estimate under the non-degenerate model. We also get a significant conclusion: the stable polar point is the LAD.