Khincin-Kullback-Leibler Estimation with Inequality Constraints.

Abstract

In this paper we extend our grasp of statistical theory, duality theory, and computational convenience to the general linear inequality situation in K square L (or minimum discrimination information) estimation by exhibiting it as the limit of a simple one parameter sequence of equality problems. Only the finite discrete distribution case is treated here. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Nov 01, 1981
Accession Number
ADA114326

Entities

People

  • Abraham Charnes
  • J. Tyssedal
  • William W. Cooper

Organizations

  • University of Texas at Austin

Tags

DTIC Thesaurus Topics

  • Abstracts
  • Availability
  • Commerce
  • Computer Programming
  • Contracts
  • Convex Programming
  • Discrete Distribution
  • Discrimination
  • Governments
  • Inequalities
  • Sequences
  • Social Sciences
  • United States
  • United States Government
  • Universities

Fields of Study

  • Mathematics

Readers

  • Operations Research
  • Statistical inference.