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

Krzysztof Kłaczyński

Mathematica Applicanda (1994)

  • Volume: 23, Issue: 37
  • ISSN: 1730-2668

Abstract

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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.

How to cite

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Krzysztof Kłaczyński. "On estimation of parameter functions in a weakly singular linear model with linear inequality restrictions." Mathematica Applicanda 23.37 (1994): null. <http://eudml.org/doc/293019>.

@article{KrzysztofKłaczyński1994,
abstract = {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.},
author = {Krzysztof Kłaczyński},
journal = {Mathematica Applicanda},
keywords = {Linear regression; Applications of mathematical programming},
language = {eng},
number = {37},
pages = {null},
title = {On estimation of parameter functions in a weakly singular linear model with linear inequality restrictions},
url = {http://eudml.org/doc/293019},
volume = {23},
year = {1994},
}

TY - JOUR
AU - Krzysztof Kłaczyński
TI - On estimation of parameter functions in a weakly singular linear model with linear inequality restrictions
JO - Mathematica Applicanda
PY - 1994
VL - 23
IS - 37
SP - null
AB - 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.
LA - eng
KW - Linear regression; Applications of mathematical programming
UR - http://eudml.org/doc/293019
ER -

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