Skip to main content
Log in

Linear regression parameter estimation in the presence of constraints on linear regression coefficients

  • Published:
Ukrainian Mathematical Journal Aims and scope

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Literature cited

  1. Yu. V. Kuk and Yu. I. Petunia, “A new method of construction of estimates of linear regression coefficients,” Ukrainsk. Matem. Zh.,28, No. 2, 237–243 (1976).

    Google Scholar 

  2. J. Hajek, “On linear estimation theory for an infinite number of observations,” Teoriya Veroyatnostei i Ee Primeneniya,6, No. 2, 182–192 (1961).

    Google Scholar 

  3. Yu. V. Kuk and Yu. I. Petunin, “Observable linear estimates of the mean of a random process,” Dokl. Akad. Nauk SSSR,209, No. 1, 37–39 (1973).

    Google Scholar 

  4. U. Grenander, “Stochastic processes and statistical inference,” Ark. Mat. (1950).

  5. Yu. A. Rozanov, Gaussian Infinite-Dimensional Distributions [in Russian], Trudy Mat. Inst. Akad. Nauk SSSR,108 (1968).

  6. V. V. Buldygin, “On random series in Banach spaces,” Author's Abstract of Candidate's Thesis, Kiev (1973).

  7. C. Kuratowski, Topology, Math. Monographs, Warsaw (1948).

  8. S. G. Krein and Yu. I. Petunin, “Scales of Banach spaces,” Usp. Matem. Nauk,21, No. 2, 89–168 (1966).

    Google Scholar 

  9. N. Dunford and J. Schwartz, Linear Operators, General Theory, Interscience Publishers, New York (1958).

    Google Scholar 

  10. Functional Analysis [in Russian], Nauka, Moscow (1972).

  11. Yu. V. Prokhorov and Yu. A. Rozanov, Probability Theory [in Russian], Nauka, Moscow (1967).

    Google Scholar 

  12. A. M. Yaglom, “Extrapolation, interpolation, and filtering of random processes with a rational spectral density,” Trudy Mosk. Mat. O-va,4, 237–278 (1955).

    Google Scholar 

  13. M. I. Fortus and A. M. Yaglom, “Estimation of coefficients of linear combination of assigned functions in the presence of noise with a rational spectrum,” Problemy Peredachi Informatsii, No. 14, 136–150 (1963).

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Additional information

Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 28, No. 4, pp. 463–472, July–August, 1976.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Kuk, Y.V., Petunia, Y.I. Linear regression parameter estimation in the presence of constraints on linear regression coefficients. Ukr Math J 28, 357–364 (1976). https://doi.org/10.1007/BF01101655

Download citation

  • Received:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF01101655

Keywords

Navigation