Academic Journal
The Safety Belt estimator under multivariate linear models with inequality constraints
| Title: | The Safety Belt estimator under multivariate linear models with inequality constraints |
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| Authors: | Filipiak, Katarzyna, von Rosen, Dietrich, Rejchel, Wojciech, Singull, Martin |
| Source: | Journal of Statistical Planning and Inference. 241 |
| Subject Terms: | Convex optimization theory, Inequality constraints, MANOVA model, Maximum likelihood estimation |
| Description: | 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. |
| File Description: | electronic |
| Access URL: | https://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-217538 https://doi.org/10.1016/j.jspi.2025.106335 |
| Database: | SwePub |
| ISSN: | 03783758 18731171 |
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| DOI: | 10.1016/j.jspi.2025.106335 |