Regression Analysis Under A Priori Parameter Restrictions

Regression Analysis Under A Priori Parameter Restrictions

by Pavel S. Knopov, Arnold S. Korkhin
     
 

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This monograph focuses on the construction of regression models with linear and non-linear constrain inequalities from the theoretical point of view. Unlike previous publications, this volume analyses the properties of regression with inequality constrains, investigating the flexibility of inequality constrains and their ability to adapt in the presence of additional

Overview

This monograph focuses on the construction of regression models with linear and non-linear constrain inequalities from the theoretical point of view. Unlike previous publications, this volume analyses the properties of regression with inequality constrains, investigating the flexibility of inequality constrains and their ability to adapt in the presence of additional a priori information

The implementation of inequality constrains improves the accuracy of models, and decreases the likelihood of errors. Based on the obtained theoretical results, a computational technique for estimation and prognostication problems is suggested. This approach lends itself to numerous applications in various practical problems, several of which are discussed in detail

The book is useful resource for graduate students, PhD students, as well as for researchers who specialize in applied statistics and optimization. This book may also be useful to specialists in other branches of applied mathematics, technology, econometrics and finance

Product Details

ISBN-13:
9781461429555
Publisher:
Springer New York
Publication date:
11/28/2013
Series:
Springer Optimization and Its Applications Series, #54
Edition description:
2012
Pages:
234
Product dimensions:
6.14(w) x 9.21(h) x 0.53(d)

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