Fixed-width interval estimation of the minimum point of a regression function based on the Kiefer-Wolfowitz procedure (Q1194000)
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scientific article; zbMATH DE number 63576
| Language | Label | Description | Also known as |
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| English | Fixed-width interval estimation of the minimum point of a regression function based on the Kiefer-Wolfowitz procedure |
scientific article; zbMATH DE number 63576 |
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Fixed-width interval estimation of the minimum point of a regression function based on the Kiefer-Wolfowitz procedure (English)
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27 September 1992
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A version of the central limit theorem for the Kiefer-Wolfowitz procedure is presented. Moreover, an asymptotically consistent fixed-width confidence interval for the minimum of a regression function is constructed. The first moment of the corresponding stopping rule is proved to be finite. Finally, an adaptive version of the procedure is given.
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asymptotic consistency
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asymptotic efficiency
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adaptive procedure
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central limit theorem
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Kiefer-Wolfowitz procedure
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asymptotically consistent fixed-width confidence interval
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minimum of a regression function
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first moment
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stopping rule
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