Improving parameter estimation using constrained optimization methods

DOI10.1080/00949655.2011.583247MaRDI QIDQ4925430zbMATH OpenOpenAlexFDO

Authors R. Mínguez, Ali S. Hadi, Enrique Castillo, Carmen Castillo

Publication date 12 June 2013

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2011.583247

zbMATH Keywords

least absolute valueleast squaresmaximum likelihoodmethod of momentsminimax methodWeibull distribution

Mathematics Subject Classification ID

Point estimation (62F10)

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Cites work

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• Maximum-Likelihood Estimation of Parameters Subject to Restraints
• Perturbation approach to sensitivity analysis in mathematical programming
• SOME OBSERVATIONS ON THE MAKUCH/SIMON APPROACH TO SAMPLE SIZE DETERMINATION IN CLINICAL TRIALS WITH HISTORICAL CONTROLS
• The Cutting-Plane Method for Solving Convex Programs

Cited in

(3)

• Improvements on objective and constrain functions in domain optimization
• Application of the robust methods for estimation of distribution parameters with a priori constraints on parameters in economics and engineering
• Estimating a parameter when it is known that the parameter exceeds a given value

Describes a project that uses

Uses Software

• CONOPT
• ismev

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