Parameter free limiting distribution for a random optimization algorithm

DOI10.1016/0167-9473(92)90048-KMaRDI QIDQ2563611zbMATH OpenOpenAlexFDO

Authors E. S. Miazaki, Chang C. Y. 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

extreme valuesorder statisticsrandom searchrandom optimization

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3881695 (Why is no real title available?)
• Confidence intervals for the threshold parameter
• Confidence intervals for the threshold parameter. ii: unknown shape parameter
• Estimation of the Minimum of a Function Using Order Statistics
• Limiting Distribution for Random Optimization Methods

Cited in

(2)

• Limiting Distribution for Random Optimization Methods
• Search schemes for random optimization algorithms that preserve the asymptotic distribution

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