Numerical optimization of a numerically integrated function is a difficult task, and the computation of the objective function and its derivatives can lead to arithmetic exceptions and overflows. A ...
The estimated covariance matrix of the parameter estimates is computed as the inverse Hessian matrix, and for unconstrained problems it should be positive definite. If the final parameter estimates ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results