Recursive estimation: asymptotic confidence regions by empirical quantiles
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Publication:4008956
DOI10.1080/07474949208836246zbMath0746.62085OpenAlexW1996840915MaRDI QIDQ4008956
Publication date: 27 September 1992
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474949208836246
stopping timecentral limit theoremlinear equationseparable real Banach spacelimit distributionWiener-Hopf equationempirical quantilesspherical asymptotic confidence regions
Parametric tolerance and confidence regions (62F25) Central limit and other weak theorems (60F05) Stochastic approximation (62L20)
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Cites Work
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- Asymptotic confidence spheres in certain Banach spaces via covariance operators
- Uniform convexity and the distribution of the norm for a Gaussian measure
- An invariance principle for a finite dimensional stochastic approximation method in a Hilbert space
- Martingales and the Robbins-Monro procedure in \(D[0,1\)]
- Convergence of the Robbins-Monro method for linear problems in a Banach space
- Asymptotic confidence regions of stochastic approximation procedures in Hilbert spaces
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