A Robbins–Monro-based Sequential Procedure

DOI10.1111/1467-9876.00078MaRDI QIDQ4365076zbMATH OpenOpenAlexFDO

Authors Barry Kurt Moser, Melinda H. McCann

Publication date 14 December 1998

Published in Journal of the Royal Statistical Society Series C: Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9876.00078

zbMATH Keywords

Fortran 77Robbins-Monro processsequential regression designsubroutine

Mathematics Subject Classification ID

Stochastic approximation (62L20) Probabilistic methods, stochastic differential equations (65C99)

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Cited in

(1)

• A new sequential design based on the Robbins-Monro procedure

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