Author : Pavel S. Knopov
Publisher : Springer Science & Business Media
ISBN 13 : 1461405742
Total Pages : 245 pages
Book Rating : 4.4/5 (614 download)
Book Synopsis Regression Analysis Under A Priori Parameter Restrictions by : Pavel S. Knopov
Download or read book Regression Analysis Under A Priori Parameter Restrictions written by Pavel S. Knopov and published by Springer Science & Business Media. This book was released on 2011-09-28 with total page 245 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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