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Constrained Estimation in Covariance Structure Analysis
Biometrika, 1979SUMMARY In covariance structure analysis, the method of weighted least squares for estimating parameters that are subject to functional constraints is developed. Statistical properties of the estimator are studied and a goodness-of-fit statistic is presented. Based on the penalty function technique, an algorithm is developed.
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Inequality constrained estimation of genetic parameters
Theoretical and Applied Genetics, 1983A method is presented for computing estimates of genetic parameters under linear inequality constraints such that solutions are within theoretical limits. The method produces biased estimators, yet a small scale numerical study, also presented, shows that the inequality constrained estimators have a small mean squared error of prediction than the best ...
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Bayesian shape-constrained density estimation
Quarterly of Applied Mathematics, 2019zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Dasgupta, Sutanoy +2 more
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Shape constrained density estimation
2014We discuss non-parametric shape constrained density estimation methods in univariate setting and their applications to the classic Gaussian compound decision problem. The original contribution of the thesis is establishing various important consistency results of the shape constrained density estimators, which clarify the theoretical properties in the ...
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Equality-constrained bilinear state estimation
2013 IEEE Power & Energy Society General Meeting, 2013This paper generalizes the recently introduced bilinear formulation of the weighted least squares (WLS) state estimation problem to those cases in which equality constraints must be explicitly considered. This leads to augmented equation systems in which both state variables and Lagrange multipliers get updated throughout the three stages arising in ...
Catalina Gomez-Quiles +3 more
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Inequality Constrained Least-Squares Estimation
Journal of the American Statistical Association, 1976Abstract There are growing demands to use prior and sample information for parameter estimation of a regression model in order to maintain consistency with underlying theory. To meet such demands, this paper provides an inequality constrained least-squares (ICLS) estimation, specifies an untruncated variance-covariance matrix of the ICLS estimates, and
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Constrained M-Estimation for Regression
1996When using redescending M-estimates of regression, one must choose not only an estimate of scale, but since the redescending M-estimating equations may admit multiple solutions, of which all of them may not be a desired solution, one must also have a method for choosing a desirable solution to the estimating equations.
Beatriz Mendes, David E. Tyler
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Integrative oncology: Addressing the global challenges of cancer prevention and treatment
Ca-A Cancer Journal for Clinicians, 2022Jun J Mao,, Msce +2 more
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Inequality constrained maximum likelihood estimation
Annals of the Institute of Statistical Mathematics, 1965The existence of an estimator constrained to lie in a certain type of bounded set is established for a fairly wide class of probability density functions. The necessary and sufficient conditions thus obtained provide a convenient means of finding such an estimator by mathematical programming methods.
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