Abstract
We consider parameter estimation for a regression model in which the unknown parameters change between observations.
Similar content being viewed by others
Literature Cited
V. V. Podinovskii and V. D. Nogin, Pareto-Optimal Solutions of Multicriterion Problems [in Russian], Nauka, Moscow (1982).
F. R. Gantmakher, Matrix Theory [in Russian], Nauka, Moscow (1988).
A. V. Fiacco and G. P. McCormick, Sequential Unconstrained Minimization Techniques for Nonlinear Programming [Russian translation], Mir, Moscow (1972).
K. Kh. Él'ster (ed.), An Introduction to Nonlinear Programming [in Russian], Nauka, Moscow (1985).
B. T. Polyak, An Introduction to Optimization [in Russian], Nauka, Moscow (1983).
A. S. Korkhin, “Parameter estimation of linear regression with fuzzy a priori information,” Ékon. Mat. Metody, No. 4, 695–706 (1989).
N. S. Raibman and V. M. Chadeev, Modeling of Industrial Processes [in Russian], Énergiya, Moscow (1975).
R. Lee, Optimal Estimation, Identification, and Control, MIT Press, Cambridge, MA (1964).
Additional information
Translated from Kibernetika, No. 3, pp. 67–73, May–June, 1991.
Rights and permissions
About this article
Cite this article
Korkhin, A.S. Estimation of variable regression parameters as a two-criterion problem. Cybern Syst Anal 27, 397–407 (1991). https://doi.org/10.1007/BF01068320
Received:
Issue Date:
DOI: https://doi.org/10.1007/BF01068320