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.
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© 2012 Springer Science+Business Media, LLC
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Knopov, P.S., Korkhin, A.S. (2012). Determination of Accuracy of Estimation of Regression Parameters Under Inequality Constraints. In: Regression Analysis Under A Priori Parameter Restrictions. Springer Optimization and Its Applications(), vol 54. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-0574-0_4
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DOI: https://doi.org/10.1007/978-1-4614-0574-0_4
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Print ISBN: 978-1-4614-0573-3
Online ISBN: 978-1-4614-0574-0
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