Arbeitspapier
Optimization under Nonlinear Constraints
In this paper a timesaving method is proposed for maximizing likelihood functions when the parameter space is subject to nonlinear constraints, expressible as second order polynomials. The suggested approach is especially attractive when dealing with systems with many parameters.
- Language
-
Englisch
- Bibliographic citation
-
Series: IUI Working Paper ; No. 70
- Classification
-
Wirtschaft
Econometric and Statistical Methods and Methodology: General
- Subject
-
Maximum likelihood
Multipel parameters
Nonlinear constraint
- Event
-
Geistige Schöpfung
- (who)
-
Jansson, Leif
Mellander, Erik
- Event
-
Veröffentlichung
- (who)
-
The Research Institute of Industrial Economics (IUI)
- (where)
-
Stockholm
- (when)
-
1982
- Handle
- Last update
-
10.03.2025, 11:44 AM CET
Data provider
This object is provided by:
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ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Jansson, Leif
- Mellander, Erik
- The Research Institute of Industrial Economics (IUI)
Time of origin
- 1982
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