A Robbins–Monro-based Sequential Procedure

DOI10.1111/1467-9876.00078zbMATH Open0902.62098OpenAlexW2048157251MaRDI QIDQ4365076FDOQ4365076

Authors: Barry Kurt Moser, Melinda H. McCann 

Publication date: 14 December 1998

Published in: Journal of the Royal Statistical Society Series C: Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9876.00078

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zbMATH Keywords

Robbins-Monro processsubroutineFortran 77sequential regression design

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Stochastic approximation (62L20)

Cited In (1)

• A new sequential design based on the Robbins-Monro procedure

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