Asymptotically efficient recursive estimation for incomplete data models using the observed information. (Q5953726): Difference between revisions

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scientific article; zbMATH DE number 1697142

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English	Asymptotically efficient recursive estimation for incomplete data models using the observed information.	scientific article; zbMATH DE number 1697142

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title

Asymptotically efficient recursive estimation for incomplete data models using the observed information. (English)

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zbMATH Open document ID

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29 January 2002

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full work available at URL

https://eudml.org/doc/176757

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Mathematics Subject Classification ID

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MaRDI publication profile

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cites work

Information matrix for a mixture of two normal distributions

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Some examples and results in the theory of mixing and random-sum central limit theorems

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Estimation of mixing probabilities in multiclass finite mixtures

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Asymptotically efficient estimation of prior probabilities in multiclass finite mixtures

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Q4139463

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A Sharper Form of the Borel-Cantelli Lemma and the Strong Law

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On asymptotically efficient recursive estimation

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The local asymptotic minimax adaptive property of a recursive estimate

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Q3911791

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On the efficiency of on-line density estimators

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Recursive estimation of quantitles using recursive kernel density estimators

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Recursive estimation in mixture models with Markov regime

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Recursive estimation of prior probabilities using a mixture

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Stochastic approximation methods for constrained and unconstrained systems

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Strong convergence of a stochastic approximation algorithm

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Q3342413

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A limit theorem for the Robbins-Monro approximation

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Acceleration of Stochastic Approximation by Averaging

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Almost sure approximations to the Robbins-Monro and Kiefer-Wolfowitz processes with dependent noise

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Q4001778

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Strong representation of an adaptive stochastic approximation procedure

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Q4084474

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Q3219614

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Sequential algorithms for parameter estimation based on the Kullback-Leibler information measure

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Sitelinks

Mathematics(1 entry)

mardi Publication:5953726

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Information matrix for a mixture of two normal distributions
+Normal rank
@@ Property / cites work @@
+Some examples and results in the theory of mixing and random-sum central limit theorems
+Normal rank
@@ Property / cites work @@
+Estimation of mixing probabilities in multiclass finite mixtures
+Normal rank
@@ Property / cites work @@
+Asymptotically efficient estimation of prior probabilities in multiclass finite mixtures
+Normal rank
@@ Property / cites work @@
+Q4139463
@@ Property / cites work: Q4139463 / rank @@
+Normal rank
@@ Property / cites work @@
+A Sharper Form of the Borel-Cantelli Lemma and the Strong Law
+Normal rank
@@ Property / cites work @@
+On asymptotically efficient recursive estimation
@@ Property / cites work: On asymptotically efficient recursive estimation / rank @@
+Normal rank
@@ Property / cites work @@
+The local asymptotic minimax adaptive property of a recursive estimate
+Normal rank
@@ Property / cites work @@
+Q3911791
@@ Property / cites work: Q3911791 / rank @@
+Normal rank
@@ Property / cites work @@
+On the efficiency of on-line density estimators
@@ Property / cites work: On the efficiency of on-line density estimators / rank @@
+Normal rank
@@ Property / cites work @@
+Recursive estimation of quantitles using recursive kernel density estimators
+Normal rank
@@ Property / cites work @@
+Recursive estimation in mixture models with Markov regime
+Normal rank
@@ Property / cites work @@
+Recursive estimation of prior probabilities using a mixture
+Normal rank
@@ Property / cites work @@
+Stochastic approximation methods for constrained and unconstrained systems
+Normal rank
@@ Property / cites work @@
+Strong convergence of a stochastic approximation algorithm
+Normal rank
@@ Property / cites work @@
+Q3342413
@@ Property / cites work: Q3342413 / rank @@
+Normal rank
@@ Property / cites work @@
+A limit theorem for the Robbins-Monro approximation
+Normal rank
@@ Property / cites work @@
+Acceleration of Stochastic Approximation by Averaging
+Normal rank
@@ Property / cites work @@
+Almost sure approximations to the Robbins-Monro and Kiefer-Wolfowitz processes with dependent noise
+Normal rank
@@ Property / cites work @@
+Q4001778
@@ Property / cites work: Q4001778 / rank @@
+Normal rank
@@ Property / cites work @@
+Strong representation of an adaptive stochastic approximation procedure
+Normal rank
@@ Property / cites work @@
+Q4084474
@@ Property / cites work: Q4084474 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3219614
@@ Property / cites work: Q3219614 / rank @@
+Normal rank
@@ Property / cites work @@
+Sequential algorithms for parameter estimation based on the Kullback-Leibler information measure
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5953726