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Can I read A Numerical Method to Obtain Exact Confidence Intervals for Likelihood-based Parameter Estimators on EtoBox?
A Numerical Method to Obtain Exact Confidence Intervals for Likelihood-based Parameter Estimators by Minsoo Jeong is a Mathematics article available to read on EtoBox.
What is A Numerical Method to Obtain Exact Confidence Intervals for Likelihood-based Parameter Estimators about?
We propose a numerical method for obtaining exact confidence intervals of likelihoodbased parameter estimators for general multi-parameter models. Although the test inversion method provides exact confidence intervals, it is applicable only to singleparameter models. Our new method can be applied to general multi-parameter models without loss of accuracy, which is in sharp contrast to other multi-parameter extensions of the test inversion. Using Monte Carlo simulations, we show that our method is feasible and provides correct coverage probabilities in finite samples.
Who reads A Numerical Method to Obtain Exact Confidence Intervals for Likelihood-based Parameter Estimators?
It is typically read by researchers, students, and practitioners in Mathematics.
- Author
- Minsoo Jeong
- Publisher
- Elsevier BV
- Published
- 2023
- Language
- EN
- Field
- Mathematics (Physical Sciences)