Journal of Applied Mathematics and Decision Sciences
Volume 2006 (2006), Article ID 92970, 13 pages
doi:10.1155/JAMDS/2006/92970
Constrained estimation and the theorem of Kuhn-Tucker
Department of Statistics, University of Haifa, Mount Carmel, Haifa 31905, Israel
Received 11 July 2004; Accepted 11 January 2005
Copyright © 2006 Ori Davidov. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
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.