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|Title:||Parallel strategies for solving sure models with variance inequalities and positivity of correlations constraints||Authors:||Kontoghiorghes, Erricos John||Keywords:||Kronecker products;Least squares;Parallel algorithms||Issue Date:||2000||Publisher:||Springer Link||Source:||Computational Economics,2000, Volume 15, Issue 1-2, Pages 89-106||Abstract:||The problem of computing estimates of parameters in SURE models with variance inequalities and positivity of correlations constraints is considered. Efficient algorithms that exploit the block bi-diagonal structure of the data matrix are presented. The computational complexity of the main matrix factorizations is analyzed. A compact method to solve the model with proper subset regressors is proposed.||URI:||http://ktisis.cut.ac.cy/handle/10488/6798||ISSN:||0927-7099 (print)
|DOI:||10.1023/A:1008647128446||Rights:||© 2000 Kluwer Academic Publishers.||Type:||Article|
|Appears in Collections:||Άρθρα/Articles|
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