Posts tagged ‘regularity conditions’

A test for global maximum

If getting the first derivative (score function) and the second derivative (empirical Fisher information) of a (pseudo) likelihood function is feasible and checking regularity conditions is viable, a test for global maximum (Li and Jiang, JASA, 1999, Vol. 94, pp. 847-854) seems to be a useful reference for verifying the best fit solution. Continue reading ‘A test for global maximum’ »