Linear regression with nonstationary variables and constraints on its parameters

DOI10.1007/S10559-009-9114-4zbMath1178.62070OpenAlexW2022738782MaRDI QIDQ1040400

Arnold S. Korkhin

Publication date: 24 November 2009

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10559-009-9114-4

zbMATH Keywords

inequality constraintmean-square error matrixnoise dispersion

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Parametric inference under constraints (62F30)

Cites Work

• Unnamed Item
• Parameter estimation accuracy for nonlinear regression with nonlinear constraints
• Determining sample characteristics and their asymptotic linear regression properties estimated using inequality constraints
• Certain properties of the estimates of the regression parameters under a priori constraint-inequalities

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