Using a priori data to refine parameter estimates (Q1111519): Difference between revisions
From MaRDI portal
Created a new Item |
Set profile property. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 02:14, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Using a priori data to refine parameter estimates |
scientific article |
Statements
Using a priori data to refine parameter estimates (English)
0 references
1988
0 references
A procedure is proposed for considering a priori data that for a parameter being estimated the true value is a member of some set. This procedure is contained in projecting estimates of the least squares for an a priori set. We prove that in many cases, when the true value lies on the boundary, a uniform increase in estimation accuracy that is independent of the number of observations occurs. The procedure is used to obtain refined estimates for symmetric and nonnegative definite matrices.
0 references
a priori data
0 references
least squares
0 references
refined estimates
0 references
