Advances in Decision Sciences
Volume 2006 (2006), Issue 2, Pages Article 92970, 13 p.
doi:10.1155/JAMDS/2006/92970

Constrained estimation and the theorem of Kuhn-Tucker

Ori Davidov

Department of Statistics, University of Haifa, Mount Carmel, Haifa 31905, Israel

Abstract

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.