Finding Extreme Values and Extreme Points of a Multivariate Funetion

Abstract

Let f be a k-variate function d efined on Ω Ϲ Rd and consider the problem of estimat.ing the extreme values of f and the corresponding extreme pooints in Ω. Conditions that will assure cornmon extreme points for the coordinate functions {fj L=l,... ,k will be discussed. Also t est for the asymptotic independence under weak convergence of the coordinate functions will be presented.