Asymptotic Properties of Nonlinear Least Squares Estimators when the Parameters are Subject to Equality Constraints

Asymptotic Properties of Nonlinear Least Squares Estimators when the Parameters are Subject to Equality Constraints PDF Author: Enrico Gori
Publisher:
ISBN:
Category :
Languages : en
Pages : 9

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Asymptotic Properties of Nonlinear Least Squares Estimators when the Parameters are Subject to Equality Constraints

Asymptotic Properties of Nonlinear Least Squares Estimators when the Parameters are Subject to Equality Constraints PDF Author: Enrico Gori
Publisher:
ISBN:
Category :
Languages : en
Pages : 9

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Regression Analysis Under A Priori Parameter Restrictions

Regression Analysis Under A Priori Parameter Restrictions PDF Author: Pavel S. Knopov
Publisher: Springer Science & Business Media
ISBN: 1461405742
Category : Business & Economics
Languages : en
Pages : 245

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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

Statistical Theory and Method Abstracts PDF Author:
Publisher:
ISBN:
Category : Statistics
Languages : en
Pages : 964

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Asymptotic Properties of Nonlinear Least Squares Estimators in a Replicated Time Series Model

Asymptotic Properties of Nonlinear Least Squares Estimators in a Replicated Time Series Model PDF Author: Jeremy Sin-hing Wu
Publisher:
ISBN:
Category :
Languages : en
Pages : 246

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Gauss-Newton-like Methods for Nonlinear Least Squares with Equality Constraints-local Convergence and Applications to Parameter Estimation in Implicit Models

Gauss-Newton-like Methods for Nonlinear Least Squares with Equality Constraints-local Convergence and Applications to Parameter Estimation in Implicit Models PDF Author: H. Schwetlick
Publisher:
ISBN:
Category :
Languages : en
Pages : 24

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Least Squares Estimation Subject to Inequality Constraints

Least Squares Estimation Subject to Inequality Constraints PDF Author: Michael E. Thomson
Publisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 264

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Imposing Observation-varying Equality Constraints Using Generalised Restricted Least Squares

Imposing Observation-varying Equality Constraints Using Generalised Restricted Least Squares PDF Author: Howard E. Doran
Publisher:
ISBN:
Category : Econometric models
Languages : en
Pages : 38

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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

Asymptotic Properties of Nonlinear Least Squares Estimates in Stochastic Regression Models PDF Author: Stanford University. Department of Statistics
Publisher:
ISBN:
Category :
Languages : en
Pages : 12

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Asymptomatic Properties of the Maximum Likelihood and Non-linear Least Squares Estimators for Noninvertible Moving Average Models

Asymptomatic Properties of the Maximum Likelihood and Non-linear Least Squares Estimators for Noninvertible Moving Average Models PDF Author: Katsuto Tanaka
Publisher:
ISBN: 9780868311517
Category : Econometric models
Languages : en
Pages : 38

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Probastat '98

Probastat '98 PDF Author: Andrej Pázman
Publisher:
ISBN:
Category : Mathematical statistics
Languages : en
Pages : 352

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Book Description