Constrained estimation and the theorem of Kuhn-Tucker

Research output: Contribution to journalArticlepeer-review

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.

Original languageEnglish
Article number92970
JournalJournal of Applied Mathematics and Decision Sciences
Volume2006
DOIs
StatePublished - 2006

ASJC Scopus subject areas

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

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