Author: Enrico Gori
Publisher:
ISBN:
Category :
Languages : en
Pages : 9
Book Description
Asymptotic Properties of Nonlinear Least Squares Estimators when the Parameters are Subject to Equality Constraints
Author: Enrico Gori
Publisher:
ISBN:
Category :
Languages : en
Pages : 9
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages : 9
Book Description
Regression Analysis Under A Priori Parameter Restrictions
Author: Pavel S. Knopov
Publisher: Springer Science & Business Media
ISBN: 1461405742
Category : Business & Economics
Languages : en
Pages : 245
Book Description
This monograph focuses on the construction of regression models with linear and non-linear constrain inequalities from the theoretical point of view. Unlike previous publications, this volume analyses the properties of regression with inequality constrains, investigating the flexibility of inequality constrains and their ability to adapt in the presence of additional a priori information The implementation of inequality constrains improves the accuracy of models, and decreases the likelihood of errors. Based on the obtained theoretical results, a computational technique for estimation and prognostication problems is suggested. This approach lends itself to numerous applications in various practical problems, several of which are discussed in detail The book is useful resource for graduate students, PhD students, as well as for researchers who specialize in applied statistics and optimization. This book may also be useful to specialists in other branches of applied mathematics, technology, econometrics and finance
Publisher: Springer Science & Business Media
ISBN: 1461405742
Category : Business & Economics
Languages : en
Pages : 245
Book Description
This monograph focuses on the construction of regression models with linear and non-linear constrain inequalities from the theoretical point of view. Unlike previous publications, this volume analyses the properties of regression with inequality constrains, investigating the flexibility of inequality constrains and their ability to adapt in the presence of additional a priori information The implementation of inequality constrains improves the accuracy of models, and decreases the likelihood of errors. Based on the obtained theoretical results, a computational technique for estimation and prognostication problems is suggested. This approach lends itself to numerous applications in various practical problems, several of which are discussed in detail The book is useful resource for graduate students, PhD students, as well as for researchers who specialize in applied statistics and optimization. This book may also be useful to specialists in other branches of applied mathematics, technology, econometrics and finance
Statistical Theory and Method Abstracts
Author:
Publisher:
ISBN:
Category : Statistics
Languages : en
Pages : 964
Book Description
Publisher:
ISBN:
Category : Statistics
Languages : en
Pages : 964
Book Description
Asymptotic Properties of Nonlinear Least Squares Estimators in a Replicated Time Series Model
Author: Jeremy Sin-hing Wu
Publisher:
ISBN:
Category :
Languages : en
Pages : 246
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages : 246
Book Description
Gauss-Newton-like Methods for Nonlinear Least Squares with Equality Constraints-local Convergence and Applications to Parameter Estimation in Implicit Models
Author: H. Schwetlick
Publisher:
ISBN:
Category :
Languages : en
Pages : 24
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages : 24
Book Description
Least Squares Estimation Subject to Inequality Constraints
Author: Michael E. Thomson
Publisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 264
Book Description
Publisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 264
Book Description
Imposing Observation-varying Equality Constraints Using Generalised Restricted Least Squares
Author: Howard E. Doran
Publisher:
ISBN:
Category : Econometric models
Languages : en
Pages : 38
Book Description
Solves the problem of Restricted Least Squares by developing a new estimator that collapses RLS in cases where the restrictions are observation invariant.
Publisher:
ISBN:
Category : Econometric models
Languages : en
Pages : 38
Book Description
Solves the problem of Restricted Least Squares by developing a new estimator that collapses RLS in cases where the restrictions are observation invariant.
Asymptotic Properties of Nonlinear Least Squares Estimates in Stochastic Regression Models
Author: Stanford University. Department of Statistics
Publisher:
ISBN:
Category :
Languages : en
Pages : 12
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages : 12
Book Description
Asymptomatic Properties of the Maximum Likelihood and Non-linear Least Squares Estimators for Noninvertible Moving Average Models
Author: Katsuto Tanaka
Publisher:
ISBN: 9780868311517
Category : Econometric models
Languages : en
Pages : 38
Book Description
Publisher:
ISBN: 9780868311517
Category : Econometric models
Languages : en
Pages : 38
Book Description
Probastat '98
Author: Andrej Pázman
Publisher:
ISBN:
Category : Mathematical statistics
Languages : en
Pages : 352
Book Description
Publisher:
ISBN:
Category : Mathematical statistics
Languages : en
Pages : 352
Book Description