Linear regression with constraints on correlation coefficients (Q578817)
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scientific article; zbMATH DE number 4013791
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear regression with constraints on correlation coefficients |
scientific article; zbMATH DE number 4013791 |
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Linear regression with constraints on correlation coefficients (English)
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1986
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We examine parameter estimation in a linear regression model using prior information about the correlation coefficients of the model inputs and outputs, specified in the form of bounds on the admissible input-output correlations. The solution is reduced to a quadratic programming problem.
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constraints on correlation coefficients
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prior information
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input-output correlations
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