Parallel and bootstrapped stochastic approximation

DOI10.1080/07362999908809634zbMath0983.62047MaRDI QIDQ4702154

Jürgen Dippon

Publication date: 25 April 2002

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999908809634

zbMATH Keywords

Banach spaces; weak invariance principle; parallel algorithms; bootstrapping; asymptotic confidence regions; rate of a.s. convergence; loglog invariance principles

Mathematics Subject Classification ID

62F25: Parametric tolerance and confidence regions

62G09: Nonparametric statistical resampling methods

62L20: Stochastic approximation

65Y05: Parallel numerical computation

60F17: Functional limit theorems; invariance principles

Related Items

Edgeworth expansions for stochastic approximation theory

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