Approximate Representation of Estimators in Constrained Regression Problems

Jinde Wang

Scandinavian Journal of Statistics, 2000, vol. 27, issue 1, 21-33

Abstract: The estimators of inequality‐constrained regression problems can be computed by iterative algorithms of mathematical programming, but they do not have analytical expressions in terms of the given data. This situation brings obstacles to further studies on the constrained regression. In this paper we derive approximate representations of the estimators with a remainder of magnitude (N−1 log log N)1/2. From these representations one can clearly see the concrete structure of the estimators of these problems. It will be very helpful for further regression analysis.

Date: 2000
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