A closed form solution for tre least squares regression problem with linear inequality constraints

DOI10.1080/03610928408828746zbMath0552.62054OpenAlexW2061900234MaRDI QIDQ3345622

Bradley Skarpness, Luis A. Escobar

Publication date: 1984

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928408828746

zbMATH Keywords

linear inequality constraintsleast squaresconesclosed form solutionKuhn-Tucker conditions

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Related Items

Minimax linear regression estimation with symmetric parameter restrictions, Linear approximate Bayes estimator for regression parameter with an inequality constraint, Least squares with inequality restrictions: a symmetric positive-definite linear complementarity problem algorithm, On inequality constrained generalized least-squares estimation

Cites Work

• Unnamed Item
• Unnamed Item
• Methods of Estimation for Multi-Market Disequilibrium Models
• Likelihood Ratio Test, Wald Test, and Kuhn-Tucker Test in Linear Models with Inequality Constraints on the Regression Parameters