Nonlinear stochastic approximation procedures for L_ p loss functions

DOI10.1214/AOS/1176347880MaRDI QIDQ753364zbMATH OpenOpenAlexFDO

Authors Zhiliang Ying

Publication date 1990

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176347880

zbMATH Keywords

algorithmslower boundsRobbins-Monro procedurescalingasymptotically efficientadaptive designmartingale limit theoremsinformation boundloss criteriaLp-losssemiparametric formulation

Mathematics Subject Classification ID

Sequential statistical design (62L05) Stochastic approximation (62L20) Functional limit theorems; invariance principles (60F17)

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