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LAD
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LAD
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least absolute deviation estimator (estimate); LAD
最小绝对差估计
残差绝对值之和为最小的估计。若误差项的分布是拉普拉斯(Laplace)分布,则最小绝对差估计同时也是最大似然估计。又称最小绝对偏差估计、最小一乘估计。
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