Results 241 to 250 of about 732,139 (286)

Constrained Indirect Least Squares Estimators

Econometrica, 1978
An over-identified model could be defined as an exactly identified model that is subject to over-identifying restrictions. One could therefore define a constrained indirect least squares estimator for systems of equations similar to generalized least squares estimators under constraints for single equations. The estimator differs from three stage least
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Constrained Timeshift Estimation

Proceedings, 2011
Timeshift estimation is an unstable process and many sets of timeshift fields fit our data. Only a reduced set is physically sensible and this non-uniqueness is even more evident if try to map velocity changes. The results of common timeshift methods usually need to be filtered in order to look acceptable.
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Constrained Density Estimation

2013
A methodology is proposed for nonparametric density estimation, constrained by the known expected values of one or more functions. In particular, prescribing the first moment—the mean of the distribution—is a requirement for the density estimation associated to martingales.
Peter Laurence, Ricardo J. Pignol, Esteban G. Tabak   +2 more
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Practical constrained estimation

Proceedings of the 27th IEEE Conference on Decision and Control, 2003
A class of constrained state estimation problems is studied. The state estimate is defined to be the geometric center of the convex set bounded by the nonlinear constraints. A modified Khachian algorithm is used to solve for the state estimate.
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Multi-process constrained estimation

IEEE Transactions on Systems, Man, and Cybernetics, 1991
A method that maximizes the information flow through a constrained communications channel when it is desired to estimate the state of multiple nonstationary processes is described. The concept of a constrained channel is introduced as a channel that is not capable of transferring all of the information required.
K.J. Hintz, E.S. McVey
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Constrained indirect inference estimation [PDF]

, 2001
We develop generalised indirect inference procedures that handle equality and inequality constraints on the auxiliary model parameters. We also show that the asymptotic efficiency of such estimators can never decrease by explicitly taking into account Lagrange multipliers associated with additional equality constraints, regardless of whether the ...
Giorgio Calzorali, Gabriele Fiorentini, Enrique Sentana   +2 more
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Constrained Bayes Estimation with Applications

Journal of the American Statistical Association, 1992
Abstract Bayesian techniques are widely used in these days for simultaneous estimation of several parameters in compound decision problems. Often, however, the main objective is to produce an ensemble of parameter estimates whose histogram is in some sense close to the histogram of population parameters.
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Some results on constrained Bayes estimators

Statistics & Probability Letters, 2003
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Frey, Jesse, Cressie, Noel A
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Constrained l1 estimation via geometric programming

European Journal of Operational Research, 1981
Abstract The l 1 and constrained l 1 estimation problems are viewed in the light of extended geometric programming. As a result of this point of view we are able to establish an equivalence between geometric and linear programming duality results for these classes of problems.
Dinkel, John J., Pfaffenberger, Roger C.
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Symmetry between constrained reference tracking and constrained state estimation

Automatica, 2009
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Mare, José, De Doná, José A.
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