Confidence intervals from stochastic approximation

DOI10.1080/03610918.2013.879891MaRDI QIDQ2816715zbMATH OpenOpenAlexFDO

Authors Cui Xiong, Jin Xu

Publication date 25 August 2016

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2013.879891

zbMATH Keywords

confidence intervalsrandomization testRobbins-Monro procedurestochastic approximation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Stochastic approximation (62L20) Non-Markovian processes: estimation (62M09)

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Cites work

• Asymptotic Distribution of Stochastic Approximation Procedures
• Bootstrap confidence intervals. With comments and a rejoinder by the authors
• Confidence Intervals from Randomization Tests
• Efficient Robbins-Monro procedure for binary data
• Generating Monte Carlo Confidence Intervals by the Robbins-Monro Process
• scientific article; zbMATH DE number 3529246 (Why is no real title available?)
• Permutation, parametric and bootstrap tests of hypotheses.
• The Efficiency of Some Nonparametric Competitors of the $t$-Test

Cited in

(15)

• Confidence intervals through sequential Monte Carlo
• Confidence intervals from simulations based on 4-independent random variables
• Stochastic approach to the comparison of ellipsoidal and interval estimates
• scientific article; zbMATH DE number 4205628 (Why is no real title available?)
• Confidence Interval Estimation for the Variance Parameter of Stationary Processes
• scientific article; zbMATH DE number 53013 (Why is no real title available?)
• scientific article; zbMATH DE number 1218930 (Why is no real title available?)
• scientific article; zbMATH DE number 2149736 (Why is no real title available?)
• Generating Monte Carlo Confidence Intervals by the Robbins-Monro Process
• Confidence intervals for finite difference solutions
• Simple confidence intervals for MCMC without CLTs
• Simultaneous confidence intervals from randomization tests with application in testing bioequivalence with multiple endpoints
• Non-asymptotic confidence bounds for stochastic approximation algorithms with constant step size
• Higher-order approximate confidence intervals
• Importance accelerated Robbins-Monro recursion with applications to parametric confidence limits

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