Determination of Accuracy of Estimation of Regression Parameters Under Inequality Constraints

Pavel S. Knopov () and Arnold S. Korkhin ()
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Pavel S. Knopov: National Academy of Science of Ukraine
Arnold S. Korkhin: National Mining University

Chapter Chapter 4 in Regression Analysis Under A Priori Parameter Restrictions, 2012, pp 121-181 from Springer

Abstract: Abstract This chapter is devoted to the accuracy of estimation of regression parameters under inequality constraints. In Sects. 4.2 and 4.3 we construct the truncated estimate of the matrix of m.s.e. of the estimate of multi-dimensional regression parameter. In such a construction inactive constraints are not taken into account. Another approach (which takes into account all constraints) is considered in Sects.4.4 4.7.

Keywords: Regression Parameter; Inequality Constraint; Sample Estimate; Quadratic Programming Problem; Active Constraint (search for similar items in EconPapers)
Date: 2012
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Persistent link: https://EconPapers.repec.org/RePEc:spr:spochp:978-1-4614-0574-0_4

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DOI: 10.1007/978-1-4614-0574-0_4

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