A robust and efficient algorithm to find profile likelihood confidence intervals

DOI10.1007/s11222-021-10012-yzbMath1475.62031arXiv2004.00231OpenAlexW3161289443MaRDI QIDQ2058761

Samuel M. Fischer, Mark A. Lewis

Publication date: 9 December 2021

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2004.00231

zbMATH Keywords

estimabilityparameter estimationconstrained optimizationidentifiabilitycomputer algorithm

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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Cites Work

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• A profile likelihood analysis of the constrained MSSM with genetic algorithms
• Profile likelihood-based confidence intervals and regions for structural equation models
• Recent advances in trust region algorithms
• The Singular-Value Decomposition as a Tool for Solving Estimability Problems
• Monte Carlo Confidence Intervals
• Nonparametric standard errors and confidence intervals
• On the Implementation of an Algorithm for Large-Scale Equality Constrained Optimization
• Parameter Identifiability and Model Selection in Capture-Recapture Models: A Numerical Approach
• Trust Region Methods
• Parameter Estimation for Differential Equations: a Generalized Smoothing Approach

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