CONSISTENCY AND ASYMPTOTIC EFFICIENCY OF SLOPE ESTIMATES IN STOCHASTIC-APPROXIMATION SCHEMES

被引：44

作者：

LAI, TL

ROBBINS, H

机构：

来源：

ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE | 1981年 / 56卷 / 03期

关键词：

D O I：

10.1007/BF00536178

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：329 / 360

页数：32

共 13 条

[1] STOCHASTIC NEWTON-RAPHSON METHOD [J].

ANBAR, D .

JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 1978, 2 (02) :153-163

[2] STRONG CONSISTENCY OF LEAST-SQUARES ESTIMATES IN DYNAMIC-MODELS [J].

ANDERSON, TW ;

TAYLOR, JB .

ANNALS OF STATISTICS, 1979, 7 (03) :484-489

[3] UNIFIED THEORY OF REGULARLY VARYING SEQUENCES [J].

BOJANIC, R ;

SENETA, E .

MATHEMATISCHE ZEITSCHRIFT, 1973, 134 (02) :91-106

[4] WEAK AND STRONG CONSISTENCY OF LEAST-SQUARES ESTIMATORS IN REGRESSION MODELS [J].

DRYGAS, H .

ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1976, 34 (02) :119-127

[5]

DVORETSKY A, 1972, 6TH P BERK S MATH ST, V2, P513

[6] ANOTHER NOTE ON BOREL-CANTELLI LEMMA AND STRONG LAW, WITH POISSON APPROXIMATION AS A BY-PRODUCT [J].

FREEDMAN, D .

ANNALS OF PROBABILITY, 1973, 1 (06) :910-925

[7]

KNOPP K, 1951, THEORY APPLICATIONS

[8] STRONG CONSISTENCY OF LEAST-SQUARES ESTIMATES IN REGRESSION-MODELS [J].

LAI, TL ;

ROBBINS, H .

PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA, 1977, 74 (07) :2667-2669

[9] ADAPTIVE DESIGN AND STOCHASTIC-APPROXIMATION [J].

LAI, TL ;

ROBBINS, H .

ANNALS OF STATISTICS, 1979, 7 (06) :1196-1221

[10] LOCAL CONVERGENCE THEOREMS FOR ADAPTIVE STOCHASTIC-APPROXIMATION SCHEMES [J].

LAI, TL ;

ROBBINS, H .

PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA, 1979, 76 (07) :3065-3067

← 1 2 →