non-derivative based optimization and standard errors.
Have you considered bootstrap or Monte Carlo?
spencer graves
Jean Eid wrote:
Hi AlL, I ahve this problem that my objective function is discontinous in the paramaters and I need to use methods such as nelder-mead to get around this. My question is: How do i compute standard errors to a problem that does not have a gradient? Any literature on this is greatly appreciated. Jean,
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