Parameter free limiting distribution for a random optimization algorithm

DOI10.1016/0167-9473(92)90048-KzbMath0937.62552OpenAlexW2073606201MaRDI QIDQ2563611

E. S. Miazaki, Chang Chung Yu Dorea

Publication date: 31 August 1997

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(92)90048-k

zbMATH Keywords

order statisticsextreme valuesrandom searchrandom optimization

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Asymptotic distribution theory in statistics (62E20)

Cites Work

• Unnamed Item
• Limiting Distribution for Random Optimization Methods
• Estimation of the Minimum of a Function Using Order Statistics
• Confidence intervals for the threshold parameter
• Confidence intervals for the threshold parameter. ii: unknown shape parameter

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