Regression analysis under a priori parameter restrictions

By: Knopov, Pavel SContributor(s): Korkhin, A SMaterial type: TextTextSeries: Springer optimization and its applications, v. 54Publication details: New York : Springer, ©2012Description: xiii, 234 pages : illustrationsISBN: 9781461429555; 1461429552 Subject(s): Regression analysis | Distribution (Probability theory)DDC classification: 519.536
Contents:
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.
Summary: 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
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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

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