Finding GM-estimators with global optimization techniques

DOI10.1023/A:1012327609645MaRDI QIDQ1850824zbMATH OpenFDO

Authors R. Blanquero, Emilio Carrizosa, E. Conde

Publication date 15 December 2002

Published in Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/A:1012327609645

zbMATH Keywords

Covering methodsD.C. optimizationGM-estimatorsRobust estimation

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26)

Recommendations

• Optimization techniques for robust multivariate location and scatter estimation
• On the computation and efficiency of a HBP-GM estimator some simulation results
• Generalized S-Estimators
• Global Optimization Decomposition Methods for Bounded Parameter Minimax Risk Evaluation
• Efficient computation of generalized median estimators

Cited in

(3)

• Continuous location problems and big triangle small triangle: Constructing better bounds
• A new linearization method for generalized linear multiplicative programming
• Ultrametric location and parsimonious representation

This page was built for publication: Finding GM-estimators with global optimization techniques

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1850824)