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Calibration of estimator-weights via semismooth Newton method

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  • Ralf Münnich
  • Ekkehard Sachs
  • Matthias Wagner

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  • Ralf Münnich & Ekkehard Sachs & Matthias Wagner, 2012. "Calibration of estimator-weights via semismooth Newton method," Journal of Global Optimization, Springer, vol. 52(3), pages 471-485, March.
    • Handle: RePEc:spr:jglopt:v:52:y:2012:i:3:p:471-485
    DOI: 10.1007/s10898-011-9759-1
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    References listed on IDEAS

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    1. Liqun Qi, 1993. "Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations," Mathematics of Operations Research, INFORMS, vol. 18(1), pages 227-244, February.
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    Cited by:

    1. Jan Pablo Burgard & Ralf Münnich & Martin Rupp, 2019. "A Generalized Calibration Approach Ensuring Coherent Estimates with Small Area Constraints," Research Papers in Economics 2019-10, University of Trier, Department of Economics.

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