Improving parameter estimation using constrained optimization methods

DOI10.1080/00949655.2011.583247zbMath1431.62080OpenAlexW1990412157MaRDI QIDQ4925430

Ali S. Hadi, R. Mínguez, Enrique F. 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

minimax methodmaximum likelihoodleast squaresWeibull distributionmethod of momentsleast absolute value

Mathematics Subject Classification ID

Point estimation (62F10)

Uses Software

• CONOPT
• ismev

Cites Work

• Conditionally specified distributions: An introduction. (With comments and a rejoinder).
• Perturbation approach to sensitivity analysis in mathematical programming
• Maximum-Likelihood Estimation of Parameters Subject to Restraints
• The Cutting-Plane Method for Solving Convex Programs
• SOME OBSERVATIONS ON THE MAKUCH/SIMON APPROACH TO SAMPLE SIZE DETERMINATION IN CLINICAL TRIALS WITH HISTORICAL CONTROLS
• An introduction to statistical modeling of extreme values
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