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Determining Sample Characteristics and Their Asymptotic Linear-Regression Properties Estimated Using Inequality Constraints

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Abstract

Linear regression parameters are estimated using inequality constraints. A sample estimate of the noise variance is proposed and its consistency is proved. A sample estimate of the matrix of mean-square errors in estimates of regression parameters is considered. Its consistency is proved for rather general assumptions on the noise distribution law.

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Authors and Affiliations

  1. National Mining University, Dnepropetrovsk, Ukraine

    A. S. Korkhin

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  1. A. S. Korkhin
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Translated from Kibernetika i Sistemnyi Analiz, No. 3, pp. 153–165, May–June 2005.

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Korkhin, A.S. Determining Sample Characteristics and Their Asymptotic Linear-Regression Properties Estimated Using Inequality Constraints. Cybern Syst Anal 41, 445–456 (2005). https://doi.org/10.1007/s10559-005-0078-8

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  • DOI: https://doi.org/10.1007/s10559-005-0078-8

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