Using a priori data to refine parameter estimates (Q1111519): Difference between revisions
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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 |
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Using a priori data to refine parameter estimates (English)
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1988
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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.
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a priori data
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least squares
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refined estimates
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