Technical Note—The Asymptotic Extreme Value Distribution of the Sample Minimum of a Concave Function under Linear Constraints

DOI10.1287/OPRE.31.4.789MaRDI QIDQ3666043zbMATH OpenOpenAlexFDO

Authors Nitin R. Patel, Robert L. Smith

Publication date 1983

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/opre.31.4.789

zbMATH Keywords

Weibull distributionlinear constraintsconcave functionsasymptotic extreme value distribution of sample minimum

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20)

Cited in

(5)

• Approximate and generalized pivotal quantities for deriving confidence intervals for the offset between two clocks
• Pure adaptive search in Monte Carlo optimization
• Pure adaptive search in global optimization
• A new theoretical framework for analyzing stochastic global optimization algorithms
• Stochastic billiards on general tables

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