Stochastic approximation and selection of a conditional extermal function in continuum

DOI10.1080/07474949708836385MaRDI QIDQ4365363zbMATH OpenOpenAlexFDO

Authors Pranab K. Sen, Zhenwei Zhou

Publication date 22 June 1998

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474949708836385

zbMATH Keywords

bundle strength of parallel filamentsconcomitants of order statisticsconsistencynearest neighbor methodsequential rulestochastic iteration

Mathematics Subject Classification ID

Parametric inference (62F99) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30) Stochastic approximation (62L20)

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• A Stochastic Approximation Method
• Convergence of sample paths of normalized sums of induced order statistics
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• Limiting behavior of the extremum of certain sample functions
• Regression quantiles in nonparametric regression
• The asymptotic distribution of the strength of a series-parallel system with equal load-sharing
• The maximum of a Gaussian process whose mean path has a maximum, with an application to the strength of bundles of fibres
• The maximum of a random walk whose mean path has a maximum
• The statistical theory of the strength of bundles of threads. I
• Weak convergence of k-NN density and regression estimators with varying k and applications

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(2)

• scientific article; zbMATH DE number 519990 (Why is no real title available?)
• On the correct extension of a problem of selecting the probability density under constraints on a system of mathematical expectations

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