Regression Analysis Under A Priori Parameter Restrictions von Pavel S. Knopov | ISBN 9781461429555

Regression Analysis Under A Priori Parameter Restrictions

von Pavel S. Knopov und Arnold S. Korkhin
Mitwirkende
Autor / AutorinPavel S. Knopov
Autor / AutorinArnold S. Korkhin
Buchcover Regression Analysis Under A Priori Parameter Restrictions | Pavel S. Knopov | EAN 9781461429555 | ISBN 1-4614-2955-2 | ISBN 978-1-4614-2955-5

Regression Analysis Under A Priori Parameter Restrictions

von Pavel S. Knopov und Arnold S. Korkhin
Mitwirkende
Autor / AutorinPavel S. Knopov
Autor / AutorinArnold S. Korkhin
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