A closed form solution for tre least squares regression problem with linear inequality constraints

Author:

Escobar Luis A.,Skarpness Bradley

Publisher

Informa UK Limited

Subject

Statistics and Probability

Reference14 articles.

1. Amemiya, T. The solvability of a two-market disequilibrium model. Working paper No. 82, Institute for Mathematical Studies in the Social Sciences, Stanford, California: Stanford University.

2. A Branch-and-Bound Solution of a Restricted Least Squares Problem

3. Likelihood Ratio Test, Wald Test, and Kuhn-Tucker Test in Linear Models with Inequality Constraints on the Regression Parameters

4. Methods of Estimation for Multi-Market Disequilibrium Models

5. Inequality Restrictions in Regression Analysis

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3. A Metric Approach for Ordinal Regression;Classification and Knowledge Organization;1997

4. On inequality constrained generalized least-squares estimation;Linear Algebra and its Applications;1990

5. Least squares with inequality restrictions: a symmetric positive-definite linear complementarity problem algorithm;Journal of Statistical Computation and Simulation;1987-08

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