On new variance approximations for linear models with inequality constraints

In this paper, we examine the estimation of linear models subject to inequality constraints with a special focus on new variance approximations for the estimated parameters. For models with one inequality restriction, the proposed variance formulas are exact. The variance approximations proposed in this paper can be used in regression analysis, Kalman filtering, and balancing national accounts, when inequality constraints are to be incorporated in the estimation procedure.

Verfasser: Knottnerus, Paul
Dokumenttyp: Artikel
Reihe/Periodikum: Statistica Neerlandica
Verlag/Hrsg.: Oxford, Blackwell
Sprache: Englisch
ISSN: 0039-0402
Weitere Identifikatoren: doi: 10.1111/stan.12072
Permalink: https://search.fid-benelux.de/Record/olc-benelux-1964987482
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Datenquelle: Online Contents Benelux; Originalkatalog
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Link(s) : http://dx.doi.org/10.1111/stan.12072
http://dx.doi.org/10.1111/stan.12072
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