Asymptotic Properties of Recurrent Estimates of Parameters of Nonlinear Regression with 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 5 in Regression Analysis Under A Priori Parameter Restrictions, 2012, pp 183-210 from Springer

Abstract: Abstract In Sect. 1.2 we consider iterative procedures of estimation of multidimensional nonlinear regression parameters under inequality constraints. Here we investigate asymptotic properties of iterative approximations of estimates, obtained on each iteration. Moreover, we allow the situation when the multidimensional regressor has a trend, for example, it may increase to infinity. We start with a special case in which the constraints are absent.

Keywords: Regression Parameters; Inequality Constraints; Step Multiplier; Inactive Restrictions; Minimum Machining (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_5

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DOI: 10.1007/978-1-4614-0574-0_5

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