Maximum-likelihood estimation under bound restriction and order and uniform bound restrictions

Xiaomi Hu

Statistics & Probability Letters, 1997, vol. 35, issue 2, 165-171

Abstract: This paper studies the maximization of a function over a closed convex set and applies the result to bound restricted, order and uniform bound restricted MLE problems. The dominance of restricted MLE over some other estimators is also discussed.

Keywords: Maximum-likelihood; estimation; Order-restricted; inference; Strictly; convex; function; Projection; Loss; function; Bayes; risk (search for similar items in EconPapers)
Date: 1997
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Citations: View citations in EconPapers (1)

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