Results 231 to 240 of about 732,139 (286)

Constrained Indirect Estimation

Review of Economic Studies, 2004
Summary: We develop generalized indirect estimation procedures that handle equality and inequality constraints on the auxiliary model parameters by extracting information from the relevant multipliers, and compare their asymptotic efficiency to maximum likelihood.
CALZOLARI, GIORGIO, FIORENTINI, GABRIELE, E. SENTANA   +2 more
openaire   +4 more sources

Hard-constrained versus soft-constrained parameter estimation

IEEE Transactions on Aerospace and Electronic Systems, 2006
The paper aims at contrasting two different ways of incorporating a priori information in parameter estimation, i.e., hard-constrained and soft-constrained estimation. Hard-constrained estimation can be interpreted, in the Bayesian framework, as maximum a posteriori probability (MAP) estimation with uniform prior distribution over the constraining set,
A. BENAVOLI, CHISCI, LUIGI, A. FARINA, L. ORTENZI, G. ZAPPA   +4 more
openaire   +1 more source

Constrained Least Squares Interval Estimation

SIAM Journal on Scientific and Statistical Computing, 1985
The estimation of confidence intervals is extended to the rank deficient case in least squares linear regression: \(y=Kx+e\), \(rank(K)
Pierce, Jane E., Rust, Bert W.
openaire   +1 more source

Constrained optimal estimation and control

Automatica, 1997
The classical theories of the linear quadratic regulator and of the linear Gaussian estimator define the full gain matrix completely. However, many control and estimation problems would benefit from prescribing a different structure to the gain matrix. Typical is the case of the output feedback control, object of a wide literature since the 1970s.
ARDUINI, Carlo, CURTI, Fabio
openaire   +2 more sources

On constrained quasi-likelihood estimation

Biometrika, 1993
Summary: For maximum likelihood or least squares parameter estimation subject to a constrained parameter, the standard approach is to use the method of Lagrange multipliers. In this paper it is shown that the same formal procedure applies very generally for constrained quasi-likelihood estimation even though there is ordinarily no objective function to
Heyde, C. C., Morton, R.
openaire   +1 more source