A companion for the Kiefer-Wolfowitz-Blum stochastic approximation algorithm

DOI10.1214/009053606000001451zbMath1209.62191arXivmath/0610487MaRDI QIDQ2456019

Mariane Pelletier, Abdelkader Mokkadem

Publication date: 17 October 2007

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0610487

zbMATH Keywords

averaging principle; stochastic approximation algorithm; weak convergence rate; parametric rate

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62L20: Stochastic approximation

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