Multivariate adaptive stochastic approximation

DOI10.1214/aos/1176350496zbMath0676.62064OpenAlexW1991619992MaRDI QIDQ1122912

Ching-Zong Wei

Publication date: 1987

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176350496

zbMATH Keywords

multivariate versionadaptive stochastic approximation procedure of Robbins-Monro typeVenter-type estimate of the Jacobian of the response function

Mathematics Subject Classification ID

Stochastic approximation (62L20)

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