On inequality constrained generalized least-squares estimation

DOI10.1016/0024-3795(90)90351-CzbMath0701.62066MaRDI QIDQ914299

Hans Joachim Werner

Publication date: 1990

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

closed-form expressionstwo-step estimatorinequality constrained generalized least-squares estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear inference, regression (62J99) Applications of mathematical programming (90C90) Quadratic programming (90C20) Theory of matrix inversion and generalized inverses (15A09)

Related Items

Estimating the matrix of root-mean-square errors of estimates of linear regression parameters for an arbitrary number of regressors and three inequality constraints, A generalized least squares estimation method for the autoregressive conditional duration model, On inequality constrained generalized least squares selections in the general possibly singular Gauss-Markov model: A projector theoretical approach, Linear approximate Bayes estimator for regression parameter with an inequality constraint

Cites Work

• More on BLU estimation in regression models with possibly singular covariances
• Unbiased and minimum-variance unbiased estimation of estimable functions for fixed linear models with arbitrary covariance structure
• Representations of best linear unbiased estimators in the Gauss-Markoff model with a singular dispersion matrix
• Generalized inverse of linear transformations: A geometric approach
• A closed form solution for tre least squares regression problem with linear inequality constraints
• Methods of Estimation for Multi-Market Disequilibrium Models
• Inequality Constrained Least-Squares Estimation
• A Restricted Least Squares Problem
• Inequality Restrictions in Regression Analysis
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item