Semiparametric statistical inference in global random search

DOI10.1007/BF00995495zbMath0792.60021OpenAlexW2122867251MaRDI QIDQ1321573

Anatoly A. Zhigljavsky

Publication date: 14 July 1994

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00995495

zbMATH Keywords

branch and boundstratified samplingglobal random searchmultivariate multiextremal optimization problem

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic approximation (62L20) Functional limit theorems; invariance principles (60F17)

Related Items

Interactive model-based search with reactive resource allocation, Order statistics and region-based evolutionary computation, Performance of global random search algorithms for large dimensions

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Kernel estimates of the tail index of a distribution
• Estimation of the extreme value and the extreme points
• Estimating tails of probability distributions
• On estimating the endpoint of a distribution
• Statistical inference using extreme order statistics
• On statistical control of optimization
• Stopping Rules for a Random Optimization Method
• Stochastic global optimization methods part I: Clustering methods
• Estimation of the Minimum of a Function Using Order Statistics
• Confidence intervals for the threshold parameter. ii: unknown shape parameter
• Progressive global random search of continuous functions
• Statistical inference for bounds of random variables
• Asymptotic inference about a density function at an end of its range