Consistency and asymptotic efficiency of slope estimates in stochastic approximation schemes
From MaRDI portal
Publication:3925746
DOI10.1007/BF00536178zbMath0472.62089WikidataQ59650388 ScholiaQ59650388MaRDI QIDQ3925746
Herbert Robbins, Tze Leung Lai
Publication date: 1981
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02) Stochastic approximation (62L20) Sequential estimation (62L12)
Related Items
On a new stopping rule for stochastic approximation, Asymptotic robustness of tests of overidentification and predeterminedness, Inventory models under uncertainty: An adaptive approach, A Bayesian stochastic approximation method, Optimizing costs of age replacement policies, Some results about averaging in stochastic approximation, A stopped stochastic approximation algorithm, Encounters with Martingales in Statistics and Stochastic Optimization, Linear latent variable models and covariance structures, Optimal experimental design and some related control problems, Coordinating Pricing and Inventory Replenishment with Nonparametric Demand Learning, Iterated least squares in multiperiod control, Asymptotic properties of projections with applications to stochastic regression problems, Asymptotic distributions of regression and autoregression coefficients with martingale difference disturbances, Fixed-width interval estimation of the minimum point of a regression function based on the Kiefer-Wolfowitz procedure, Recursive estimates of quantile based on 0-1 observations, Stochastic approximation, Asymptotic Properties of the MLE in Nonlinear Reproductive Dispersion Models With Stochastic Regressors, Testing Parameter Constancy in Stationary Vector Autoregressive Models Against Continuous Change, Stochastic approximation: from statistical origin to big-data, multidisciplinary applications, On Incomplete Learning and Certainty-Equivalence Control, Regression analysis of stochastic fatigue crack growth model in a martingale difference framework, Theory and applications of multivariate self-normalized processes, Optimal sequential designs of case-control studies., Matrices -- compensating the loss of anschauung, About Gaussian schemes in stochastic approximation, On a continuous time stochastic approximation problem
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Adaptive design and stochastic approximation
- Maximum probability estimators and related topics
- Another note on the Borel-Cantelli lemma and the strong law, with the Poisson approximation as a by-product
- A stochastic Newton-Raphson method
- Strong consistency of least squares estimates in dynamic models
- A unified theory of regularly varying sequences
- Local convergence theorems for adaptive stochastic approximation schemes
- Weak and strong consistency of the least squares estimators in regression models
- Strong consistency of least-squares estimates in regression models
- An Extension of the Robbins-Monro Procedure
