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https://hdl.handle.net/20.500.14279/2073| Τίτλος: | Parallel strategies for solving sure models with variance inequalities and positivity of correlations constraints | Συγγραφείς: | Kontoghiorghes, Erricos John | metadata.dc.contributor.other: | Κοντογιώργης, Έρρικος Γιάννης | Major Field of Science: | Social Sciences | Field Category: | Economics and Business | Λέξεις-κλειδιά: | Kronecker products;Least squares;Parallel algorithms | Ημερομηνία Έκδοσης: | Απρ-2000 | Πηγή: | Computational Economics, 2000, vol. 15, no. 1-2, pp. 89-106 | Volume: | 15 | Issue: | 1-2 | Start page: | 89 | End page: | 106 | Περιοδικό: | Computational Economics | Περίληψη: | 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: | https://hdl.handle.net/20.500.14279/2073 | ISSN: | 15729974 | DOI: | 10.1023/A:1008647128446 | Rights: | © Springer | Type: | Article | Affiliation: | Université de Neuchâtel, Switzerland | Affiliation: | Université de Neuchâtel | Publication Type: | Peer Reviewed |
| Εμφανίζεται στις συλλογές: | Άρθρα/Articles |
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