Linear regression with constraints on correlation coefficients
type: Item
instance of: scholarly article
title: Linear regression with constraints on correlation coefficients
zbMATH Open document ID: 0624.62066
author: Yu. M. Tsodikov
published in: Automation and Remote Control
publication date: 1986-01-01T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 90C20
zbMATH DE Number: 4013791
zbMATH Keywords: constraints on correlation coefficients
zbMATH Keywords: prior information
zbMATH Keywords: input-output correlations
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 4013791