A generalization of the Solis-Wets method

DOI10.1016/J.JSPI.2011.08.016MaRDI QIDQ651065zbMATH OpenOpenAlexFDO

Authors Miguel De Carvalho

Publication date 8 December 2011

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2011.08.016

zbMATH Keywords

stochastic optimizationextremum estimatorsimproving hit-and-run algorithmSolis-Wets methodzigzag algorithm

Mathematics Subject Classification ID

Stochastic programming (90C15)

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Cites work

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Cited in

(2)

• A flexible and tractable class of one-factor copulas
• Unimodal density estimation using Bernstein polynomials

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