The Safety Belt estimator under multivariate linear models with inequality constraints

Résumé fourni par la source

The main goal of this paper is to determine maximum likelihood estimators under a multivariate linear model with prior information introduced via inequality restrictions on the mean parameters. The restrictions are in the form of quadratic inequalities. Methods from convex optimization theory play a fundamental role in determining the estimators. A characteristic of the new estimators, called Safety Belt estimators, is that depending on the observed data, there are two alternative solutions to the likelihood equations.

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