On estimation of parameter functions in a weakly singular linear model with linear inequality restrictions

• Autorzy: Krzysztof Kłaczyński
• Języki publikacji: EN

Abstrakty

EN

In this paper, the problem of ICGLS (Inequality Constrained Generalized Least Squares) estimation of a given set function K in the weakly singular model M={y, X| A > b, ^2V} is considered. The ICGLS estimator is not linear and it is expressed in a form of at most of 2^m formulae, where m denotes a number of rows in the matrix A. For a given vector y the one of these formulae can be used. On the basis of the Kuhn-Tucker optimality conditions, necessary and sufficient conditions for a vector Kβ^t to be the ICGLS estimator of Kβ are presented. The estimators are given in explicit form.

PL

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Słowa kluczowe

EN

Linear regression; Applications of mathematical programming

• Wydawca: Polish Mathematical Society
• Czasopismo: Mathematica Applicanda
• Rocznik: 1994
• Tom: 23
• Numer: 37

Daty

wydano

1994

online

2016-10-28

Twórcy

autor

Krzysztof Kłaczyński

Identyfikatory

DOI

10.14708/ma.v23i37.1827