A numerical method to obtain exact confidence intervals for likelihood-based parameter estimators

DOI10.1016/j.jspi.2022.12.006MaRDI QIDQ6105769

Minsoo Jeong

Publication date: 26 June 2023

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

confidence intervalinequality constrainttest inversionfinite sample distributionfinancial time series modelNeyman construction

Mathematics Subject Classification ID

Statistics (62-XX) Numerical analysis (65-XX)

Cites Work

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