Linear regression with constraints on correlation coefficients

MaRDI QIDQ578817zbMATHFDO

Authors Yu. M. Tsodikov

Publication date 1986

Published in Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

prior informationconstraints on correlation coefficientsinput-output correlations

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Quadratic programming (90C20)

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Cited in

(5)

• Regression with strongly correlated data
• Linear and ellipsoidal restrictions in linear regression
• A constrained linear estimator for multiple regression
• Using correlation coefficients to estimate slopes in multiple linear regression
• scientific article; zbMATH DE number 2247108 (Why is no real title available?)

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