Point and confidence interval estimates for a global maximum via extreme value theory

DOI10.1080/02664760802382442zbMath1273.62104OpenAlexW2071096214MaRDI QIDQ3183856

Shaul K. Bar-Lev

Publication date: 21 October 2009

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664760802382442

zbMATH Keywords

extreme value theoryglobal maximumsearch techniques

Mathematics Subject Classification ID

Nonparametric tolerance and confidence regions (62G15) Statistics of extreme values; tail inference (62G32)

Cites Work

• Optimization by Simulated Annealing
• Thermodynamical approach to the travelling salesman problem: An efficient simulation algorithm
• A moment estimator for the index of an extreme-value distribution
• Records in Athletics Through Extreme-Value Theory
• Unnamed Item

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