Importance accelerated Robbins-Monro recursion with applications to parametric confidence limits

DOI10.1214/15-EJS1071zbMath1327.62177MaRDI QIDQ887253

Chris J. Lloyd, Zdravko I. Botev

Publication date: 28 October 2015

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1442513544

zbMATH Keywords

importance samplingstochastic approximationgeneralized linear modelconfidence limitsprofile upper limits

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Monte Carlo methods (65C05)

Related Items (2)

On an inferential model construction using generalized associations ⋮ Exact confidence limits compatible with the result of a sequential trial

Uses Software

• bootlib

Cites Work

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• Applied Asymptotics
• An Extension of the Robbins-Monro Procedure
• On Asymptotic Normality in Stochastic Approximation
• Stochastic Estimation of the Maximum of a Regression Function
• A Stochastic Approximation Method
• A Note on the Robbins-Monro Stochastic Approximation Method
• Multidimensional Stochastic Approximation Methods
• On a Stochastic Approximation Method

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