Open AccessConstrained estimation and the theorem of Kuhn-Tucker
Author(s) -
Ori Davidov
Publication year - 2006
Publication title -
journal of applied mathematics and decision sciences
Language(s) - English
Resource type - Journals
eISSN - 1532-7612
pISSN - 1173-9126
DOI - 10.1155/jamds/2006/92970
Subject(s) - karush–kuhn–tucker conditions , estimation , mathematics , mathematical economics , econometrics , economics , mathematical optimization , management
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
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