Steady (robust) conditionally effective estimation of parameters

Abstract

The concept of conditionally-effective estimation which provides optimum estimates for a given criterion in cases of given limitations is examined. The concept has the best accuracy for given limitation on the suitability of the algorithm concerning the deviation of the law governing error distribution from the proposed law. It is concluded that there must be a greater difference between individual algorithms in terms of difficulty, and that for the linear regression problem algorithms based on excluding lost points should be studied.