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King, A.J. (1988). Asymptotic Distributions for Solutions in Stochastic Optimization and Generalized M-Estimation. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-88-058
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Abstract
New techniques of local sensitivity analysis in nonsmooth optimization are applied to the problem of determining the asymptotic distribution (generally non-normal) for solutions in stochastic optimization, and generalized M-estimation -- a reformulation of the traditional maximum likelihood problem that allows the introduction of hard constraints.
| Item Type: | Monograph (IIASA Working Paper) |
|---|---|
| Research Programs: | Adaption and Optimization (ADO) |
| Depositing User: | IIASA Import |
| Date Deposited: | 15 Jan 2016 01:59 |
| Last Modified: | 27 Aug 2021 17:13 |
| URI: | https://pure.iiasa.ac.at/3147 |
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