Springer Optimization and Its Applications

Regression Analysis Under A Priori Parameter Restrictions

Authors: Knopov, Pavel S., Korkhin, Arnold S.

  • Presents four central topics in stochastic optimization: calculation of parameter estimates, the asymptotic theory of estimates, estimation theory for small samples, and prediction theory
  • ¬†Describes applications to practical problems from various areas of study including econometrics, clinical medicine, and several other experimental sciences
  • Considers the problems of prediction by means of linear regression in the context of small samples
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About this book

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

Table of contents (1 chapters)

  • Prediction of Linear Regression Evaluated Subject to Inequality Constraints on Parameters

    Pavel S. Knopov, Arnold S. Korkhin

    Pages 211-221

Buy this book

eBook $109.00
price for USA (gross)
  • ISBN 978-1-4614-0574-0
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $139.00
price for USA
  • ISBN 978-1-4614-0573-3
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $139.00
price for USA
  • ISBN 978-1-4614-2955-5
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Rent the ebook  
  • Rental duration: 1 or 6 month
  • low-cost access
  • online reader with highlighting and note-making option
  • can be used across all devices
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Bibliographic Information

Bibliographic Information
Book Title
Regression Analysis Under A Priori Parameter Restrictions
Authors
Series Title
Springer Optimization and Its Applications
Series Volume
54
Copyright
2012
Publisher
Springer-Verlag New York
Copyright Holder
Springer Science+Business Media
eBook ISBN
978-1-4614-0574-0
DOI
10.1007/978-1-4614-0574-0
Hardcover ISBN
978-1-4614-0573-3
Softcover ISBN
978-1-4614-2955-5
Series ISSN
1931-6828
Edition Number
1
Number of Pages
XIV, 234
Topics