Constrained estimation and the theorem of Kuhn-Tucker

Author:

Davidov Ori

Abstract

We explore several important, and well-known, statistical models in which the estimation procedure leads naturally to a constrained optimization problem which is readily solved using the theorem of Kuhn-Tucker.

Publisher

Hindawi Limited

Subject

Applied Mathematics,Computational Mathematics,Statistics and Probability,General Decision Sciences

Cited by 7 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. The successive raising estimator and its relation with the ridge estimator;Communications in Statistics - Theory and Methods;2016-11-18

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5. A note on an iterative algorithm for nonparametric estimation in biased sampling models;Computational Statistics & Data Analysis;2010-03

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