Bernstein-Frechet inequalities for the Robbins-Monro's algorithm

MaRDI QIDQ3429207zbMATH OpenFDO

Authors Abdelnasser Dahmani, Mohamed Hamza Bengrina, Ahmed Ait Saidi

Publication date 30 March 2007

zbMATH Keywords

convergence ratestochastic approximation

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Linear regression; mixed models (62J05) Stochastic approximation (62L20)

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