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Constrained estimation and the theorem of Kuhn-Tucker. (English) Zbl 1147.90411

Summary: We explore several important, and well-known, statistical models in which the estimation procedure leads naturally to a constrained optimization problem which is readily solved using the theorem of Kuhn-Tucker.

MSC:

90C46 Optimality conditions and duality in mathematical programming
90C90 Applications of mathematical programming

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