A new sequential approximation method

DOI10.1016/0378-3758(96)88843-4MaRDI QIDQ1817294zbMATH OpenOpenAlexFDO

Authors Barry Kurt Moser, Douglas Faries

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)

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Cites work

• scientific article; zbMATH DE number 3746271 (Why is no real title available?)
• scientific article; zbMATH DE number 3322699 (Why is no real title available?)
• A Stochastic Approximation Method
• A new sequential approximation method
• A stochastic Newton-Raphson method
• Almost sure convergence for the Robbins-Monro process
• Approximation Methods which Converge with Probability one
• Asymptotic Distribution of Stochastic Approximation Procedures
• Continual Reassessment Method: A Likelihood Approach
• Efficient Sequential Designs With Binary Data
• On a Stochastic Approximation Method

Cited in

(3)

• Approximate sequencing for variable length tasks.
• A new sequential approximation method
• scientific article; zbMATH DE number 4113793 (Why is no real title available?)

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