Confidence intervals for the minimum of a function using extreme value statistics

DOI10.1504/IJMMNO.2011.040793zbMath1220.65072OpenAlexW1995313921MaRDI QIDQ551459

Miguel de Carvalho

Publication date: 20 July 2011

Published in: International Journal of Mathematical Modelling and Numerical Optimisation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1504/ijmmno.2011.040793

zbMATH Keywords

confidence intervalsnumerical examplesstochastic optimisationextreme value theoryobjective functionsstochastic search algorithmsunconstrained optimisation

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Numerical mathematical programming methods (65K05) Statistics of extreme values; tail inference (62G32) Stochastic programming (90C15)

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Unimodal density estimation using Bernstein polynomials ⋮ A flexible and tractable class of one-factor copulas ⋮ A generalization of the Solis-Wets method

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