Estimation of systems of equations subject to curvature constraints

DOI10.1080/00949658908811177zbMath0726.62178OpenAlexW1999280244MaRDI QIDQ3350618

Hovav Talpaz, William P. Alexander, C. Richard Shumway

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1080/00949658908811177

zbMATH Keywords

Cholesky factorizationeigenvalue decompositioncurvature constraintsconvexity test

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Parametric inference under constraints (62F30) Applications of mathematical programming (90C90) Nonlinear programming (90C30)

Related Items (1)

Estimation of systems of equations subject to curvature constraints

Uses Software

• MINOS

Cites Work

• Imposing curvature restrictions on flexible functional forms
• Testing for separable functional structure using temporary equilibrium models
• A characterization of the normalized restricted profit function
• Estimation of systems of equations subject to curvature constraints
• Large-scale linearly constrained optimization
• A Rapidly Convergent Descent Method for Minimization

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