Regression analysis under a priori parameter restrictions

Knopov, Pavel S.

Regression analysis under a priori parameter restrictions - New York : Springer, ©2012 - xiii, 234 pages : illustrations ; - Springer optimization and its applications, v. 54. .

Includes index

1. Estimation of regression model parameters with specific constraints --
2. Asymptotic properties of parameters in nonlinear regression models --
3. Method of empirical means in nonlinear regression and stochastic optimization models --
4. Determination of accuracy of estimation of regression parameters under inequality constraints --
5. Asymptotic properties of recurrent estimates of parameters of nonlinear regression with constraints --
6. Prediction of linear regression evaluated subject to inequality constraints on parameters.

This monograph focuses on the construction of regression models with linear and non-linear constrain inequalities from the theoretical point of view. In includes analysis of the properties of regression with inequality constrains

9781461429555 1461429552

Regression analysis.
Distribution (Probability theory)

519.536 / KNO

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