Recursive estimation: asymptotic confidence regions by empirical quantiles

DOI10.1080/07474949208836246zbMath0746.62085OpenAlexW1996840915MaRDI QIDQ4008956

Jürgen Dippon

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

zbMATH Keywords

stopping timecentral limit theoremlinear equationseparable real Banach spacelimit distributionWiener-Hopf equationempirical quantilesspherical asymptotic confidence regions

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Central limit and other weak theorems (60F05) Stochastic approximation (62L20)

Related Items (1)

Parallel and bootstrapped stochastic approximation

Cites Work

• Unnamed Item
• 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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