Tensor methods of full-information maximum likelihood estimation: Estimation with parameter constraints

DOI10.1007/BF01299734MaRDI QIDQ1905950zbMATH OpenOpenAlexFDO

Authors Seth A. Greenblatt

Publication date 6 June 1996

Published in Computational Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01299734

zbMATH Keywords

constrained FIML estimatesconstrained optimizationfourth order approximationfull-information maximum likelihood estimateslog-likelihood functiontensor method

Mathematics Subject Classification ID

Point estimation (62F10) Parametric inference under constraints (62F30) Applications of statistics to economics (62P20) Probabilistic methods, stochastic differential equations (65C99) Numerical approximation and computational geometry (primarily algorithms) (65D99) Numerical optimization and variational techniques (65K10)

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Cites work

• A new polynomial-time algorithm for linear programming
• scientific article; zbMATH DE number 46305 (Why is no real title available?)
• scientific article; zbMATH DE number 3532748 (Why is no real title available?)
• Tensor methods for full-information maximum likelihood estimation: Unconstrained estimation
• Tensor Methods for Nonlinear Equations
• Tensor Methods for Unconstrained Optimization Using Second Derivatives
• Variational methods for the solution of problems of equilibrium and vibrations

Cited in

(2)

• Tensor methods for full-information maximum likelihood estimation: Unconstrained estimation
• scientific article; zbMATH DE number 4049348 (Why is no real title available?)

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