Global Optimization Decomposition Methods for Bounded Parameter Minimax Risk Evaluation

DOI10.1137/0915002zbMATH Open0798.65136OpenAlexW2084926772MaRDI QIDQ4287918FDOQ4287918

Authors: Eric Gourdin, Brigitte Jaumard, Brenda Macgibbon 

Publication date: 30 October 1994

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0915002

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zbMATH Keywords

decompositionglobal optimizationminimax estimatorbounded parameterlinear minimax riskdiscrete least favorable priorIbragimov-Hasminskii constantmultivariate Lipschitz optimization

Mathematics Subject Classification ID

Point estimation (62F10) Probabilistic methods, stochastic differential equations (65C99) Numerical mathematical programming methods (65K05) Software, source code, etc. for problems pertaining to statistics (62-04) Nonconvex programming, global optimization (90C26)

Cited In (4)

• Title not available (Why is that?)
• Title not available (Why is that?)
• Stochastic perturbation of reduced gradient \& GRG methods for nonconvex programming problems
• Finding GM-estimators with global optimization techniques

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