Robust estimation using the Robbins-Monro stochastic approximation algorithm

DOI10.1109/TIT.1979.1056111MaRDI QIDQ3865296zbMATH OpenFDO

Authors Edward L. Price, V. David Vandelinde

Publication date 1979

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TIT.1979.1056111

zbMATH Keywords

Fisher informationminmax estimation of location parameterRobbins-Monro

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Stochastic approximation (62L20)

Cited in

(1)

• Algorithms of robust stochastic optimization based on mirror descent method

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