Geodesic
On estimation of parameter functions in a weakly singular linear model with linear inequality restrictions
Mathematica Applicanda, Tome 23 (1994) no. 37, pp. 49-66.

Voir la notice de l'article provenant de la source Annales Societatis Mathematicae Polonae Series

In this paper, the problem of ICGLS (Inequality Constrained Generalized Least Squares) estimation of a given set function K in the weakly singular model M={y, X| A > b, ^2V} is considered. The ICGLS estimator is not linear and it is expressed in a form of at most of 2^m formulae, where m denotes a number of rows in the matrix A. For a given vector y the one of these formulae can be used. On the basis of the Kuhn-Tucker optimality conditions, necessary and sufficient conditions for a vector Kβ^t to be the ICGLS estimator of Kβ are presented. The estimators are given in explicit form.
DOI : 10.14708/ma.v23i37.1827
Classification : 62J05 (90C90)
Mots-clés : Linear regression, Applications of mathematical programming 
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Krzysztof Kłaczyński. On estimation of parameter functions in a weakly singular linear model with linear inequality restrictions. Mathematica Applicanda, Tome 23 (1994) no. 37, pp.  49-66. doi : 10.14708/ma.v23i37.1827. http://geodesic.mathdoc.fr/articles/10.14708/ma.v23i37.1827/

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