Statistical analysis of empirical models fitted by optimization

DOI10.1093/BIOMET/70.1.67MaRDI QIDQ4746657zbMATH OpenOpenAlexFDO

Authors

Publication date 1983

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/70.1.67

zbMATH Keywords

asymptotic theorycomparison of modelsconfidence regionsempirical modelsmodel fittingobjective functionpractical proceduressignificance tests

Mathematics Subject Classification ID

Parametric inference (62F99) Nonparametric inference (62G99) Applications of statistics (62P99) Numerical optimization and variational techniques (65K10)

Cited in

(2)

• New methods to compute the generalized chi-square distribution
• Statistical inference of constrained stochastic optimization via sketched sequential quadratic programming

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