Estimation of the location of the maximum of a regression function using extreme order statistics

DOI10.1006/jmva.1996.0029zbMath0863.62031OpenAlexW2009396323MaRDI QIDQ1914695

Mong-Na Lo Huang, Wen-Jang Huang, Hung Chen

Publication date: 5 August 1996

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1996.0029

zbMATH Keywords

algorithmconvergence ratesorder statisticsMonte Carlo studynoise distributionmeasurement errorsextreme-value distributionbest r points average methodglobal function optimizationnoisy samplesranking selection

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30) Monte Carlo methods (65C05)

Related Items (4)

Convergence rate of the best-\(r\)-point-average estimator for the maximizer of a nonparametric regression function. ⋮ Estimation and inference for minimizer and minimum of convex functions: optimality, adaptivity and uncertainty principles ⋮ Nonparametric estimation of the location of a maximum in a response surface. ⋮ Statistical inferences for termination of Markov type random search algorithms

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