Confidence intervals for the minimum of a function using extreme value statistics
DOI10.1504/IJMMNO.2011.040793zbMath1220.65072OpenAlexW1995313921MaRDI QIDQ551459
Publication date: 20 July 2011
Published in: International Journal of Mathematical Modelling and Numerical Optimisation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1504/ijmmno.2011.040793
confidence intervalsnumerical examplesstochastic optimisationextreme value theoryobjective functionsstochastic search algorithmsunconstrained optimisation
Parametric tolerance and confidence regions (62F25) Numerical mathematical programming methods (65K05) Statistics of extreme values; tail inference (62G32) Stochastic programming (90C15)
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