Name
Title | ||
|---|---|---|
Covariance Matrices for Parameter Estimates of Constrained Parameter Estimation Problems |
Abstract | ||
|---|---|---|
In this paper we show how, based on the conjugate gradient method, to compute the covariance matrix of parameter estimates and confidence intervals for constrained parameter estimation problems as well as their derivatives. |
Year | DOI | Venue |
|---|---|---|
2007 | 10.1137/040617893 | SIAM J. Matrix Analysis Applications |
Keywords | Field | DocType |
covariance matrix,parameter estimation problem,covariance matrices,parameter estimates,confidence interval,parameter estimate,constrained parameter estimation problems,conjugate gradient method,parameter estimation | Conjugate gradient method,Interval estimation,Mathematical optimization,Estimation of covariance matrices,Optimal estimation,Shape parameter,Covariance matrix,Mathematics,Free parameter,Covariance | Journal |
Volume | Issue | ISSN |
29 | 2 | 0895-4798 |
Citations | PageRank | References |
0 | 0.34 | 1 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Hans Georg Bock | 1 | 610 | 67.24 |
| Ekaterina Kostina | 2 | 91 | 15.23 |
| Olga Kostyukova | 3 | 12 | 4.47 |