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Asymptotic Properties of Recurrent Estimates of Parameters of Nonlinear Regression with Constraints

In: Regression Analysis Under A Priori Parameter Restrictions

Author

Listed:
  • Pavel S. Knopov

    (National Academy of Science of Ukraine)

  • Arnold S. Korkhin

    (National Mining University)

Abstract

In Sect. 1.2 we consider iterative procedures of estimation of multidimensional nonlinear regression parameters under inequality constraints. Here we investigate asymptotic properties of iterative approximations of estimates, obtained on each iteration. Moreover, we allow the situation when the multidimensional regressor has a trend, for example, it may increase to infinity. We start with a special case in which the constraints are absent.

Suggested Citation

  • Pavel S. Knopov & Arnold S. Korkhin, 2012. "Asymptotic Properties of Recurrent Estimates of Parameters of Nonlinear Regression with Constraints," Springer Optimization and Its Applications, in: Regression Analysis Under A Priori Parameter Restrictions, chapter 0, pages 183-210, Springer.
    • Handle: RePEc:spr:spochp:978-1-4614-0574-0_5
    DOI: 10.1007/978-1-4614-0574-0_5
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