Constrained maximum likelihood

DOI10.1023/A:1008669208700zbMath0893.90179OpenAlexW1579919361MaRDI QIDQ1366842

Ronald Schoenberg

Publication date: 17 September 1997

Published in: Computational Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1008669208700

zbMATH Keywords

maximum likelihood estimatesstatistical inferenceinequality constraintsconstrained maximum likelihood

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Probabilistic methods, stochastic differential equations (65C99)

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Uses Software

• CML