A new sequential approximation method

DOI10.1016/0378-3758(96)88843-4zbMATH Open0857.62079OpenAlexW2050982616MaRDI QIDQ1817294FDOQ1817294

Douglas Faries, Barry Kurt Moser

Publication date: 6 March 1997

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11244/20823

zbMATH Keywords

asymptotic normalityconsistencysimulationbinary datarootsmaximum likelihood estimatorsRobbins-Monroexpected value functiontwo-parameter logit model

Mathematics Subject Classification ID

Sequential estimation (62L12) Stochastic approximation (62L20)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• A Stochastic Approximation Method
• Efficient Sequential Designs With Binary Data
• On a Stochastic Approximation Method
• Asymptotic Distribution of Stochastic Approximation Procedures
• Approximation Methods which Converge with Probability one
• A stochastic Newton-Raphson method
• Continual Reassessment Method: A Likelihood Approach
• Almost sure convergence for the Robbins-Monro process
• A new sequential approximation method

Cited In (2)

• Approximate sequencing for variable length tasks.
• A new sequential approximation method

This page was built for publication: A new sequential approximation method

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1817294)