Academic Journal
The Safety Belt estimator under multivariate linear models with inequality constraints
| Τίτλος: | The Safety Belt estimator under multivariate linear models with inequality constraints |
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| Συγγραφείς: | Filipiak, Katarzyna, von Rosen, Dietrich, Rejchel, Wojciech, Singull, Martin |
| Πηγή: | Journal of Statistical Planning and Inference. 241 |
| Θεματικοί όροι: | Convex optimization theory, Inequality constraints, MANOVA model, Maximum likelihood estimation |
| Περιγραφή: | 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. |
| Περιγραφή αρχείου: | electronic |
| Σύνδεσμος πρόσβασης: | https://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-217538 https://doi.org/10.1016/j.jspi.2025.106335 |
| Βάση Δεδομένων: | SwePub |
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| Items | – Name: Title Label: Title Group: Ti Data: The Safety Belt estimator under multivariate linear models with inequality constraints – Name: Author Label: Authors Group: Au Data: <searchLink fieldCode="AR" term="%22Filipiak%2C+Katarzyna%22">Filipiak, Katarzyna</searchLink><br /><searchLink fieldCode="AR" term="%22von+Rosen%2C+Dietrich%22">von Rosen, Dietrich</searchLink><br /><searchLink fieldCode="AR" term="%22Rejchel%2C+Wojciech%22">Rejchel, Wojciech</searchLink><br /><searchLink fieldCode="AR" term="%22Singull%2C+Martin%22">Singull, Martin</searchLink> – Name: TitleSource Label: Source Group: Src Data: <i>Journal of Statistical Planning and Inference</i>. 241 – Name: Subject Label: Subject Terms Group: Su Data: <searchLink fieldCode="DE" term="%22Convex+optimization+theory%22">Convex optimization theory</searchLink><br /><searchLink fieldCode="DE" term="%22Inequality+constraints%22">Inequality constraints</searchLink><br /><searchLink fieldCode="DE" term="%22MANOVA+model%22">MANOVA model</searchLink><br /><searchLink fieldCode="DE" term="%22Maximum+likelihood+estimation%22">Maximum likelihood estimation</searchLink> – Name: Abstract Label: Description Group: Ab Data: 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. – Name: Format Label: File Description Group: SrcInfo Data: electronic – Name: URL Label: Access URL Group: URL Data: <link linkTarget="URL" linkTerm="https://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-217538" linkWindow="_blank">https://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-217538</link><br /><link linkTarget="URL" linkTerm="https://doi.org/10.1016/j.jspi.2025.106335" linkWindow="_blank">https://doi.org/10.1016/j.jspi.2025.106335</link> |
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| RecordInfo | BibRecord: BibEntity: Identifiers: – Type: doi Value: 10.1016/j.jspi.2025.106335 Languages: – Text: English Subjects: – SubjectFull: Convex optimization theory Type: general – SubjectFull: Inequality constraints Type: general – SubjectFull: MANOVA model Type: general – SubjectFull: Maximum likelihood estimation Type: general Titles: – TitleFull: The Safety Belt estimator under multivariate linear models with inequality constraints Type: main BibRelationships: HasContributorRelationships: – PersonEntity: Name: NameFull: Filipiak, Katarzyna – PersonEntity: Name: NameFull: von Rosen, Dietrich – PersonEntity: Name: NameFull: Rejchel, Wojciech – PersonEntity: Name: NameFull: Singull, Martin IsPartOfRelationships: – BibEntity: Dates: – D: 01 M: 01 Type: published Y: 2026 Identifiers: – Type: issn-print Value: 03783758 – Type: issn-print Value: 18731171 – Type: issn-locals Value: SWEPUB_FREE – Type: issn-locals Value: LIU_SWEPUB Numbering: – Type: volume Value: 241 Titles: – TitleFull: Journal of Statistical Planning and Inference Type: main |
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