A numerical method to obtain exact confidence intervals for likelihood-based parameter estimators (Q6105769)
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scientific article; zbMATH DE number 7702197
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English | A numerical method to obtain exact confidence intervals for likelihood-based parameter estimators |
scientific article; zbMATH DE number 7702197 |
Statements
A numerical method to obtain exact confidence intervals for likelihood-based parameter estimators (English)
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26 June 2023
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confidence interval
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Neyman construction
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test inversion
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inequality constraint
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finite sample distribution
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financial time series model
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