Regression analysis under a priori parameter restrictions
Knopov, Pavel S.
creator
Korkhin, A S.
text
New York
Springer
©2012
monographic
xiii, 234 pages : illustrations ;
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
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.
Includes index
Regression analysis
Distribution (Probability theory)
519.536 KNO
9781461429555
1461429552