Stochastic approximation of an implicitly defined function

DOI10.1214/AOS/1176345459zbMath0476.62067OpenAlexW1976365127MaRDI QIDQ1159938

David Ruppert

Publication date: 1981

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

Full work available at URL: https://doi.org/10.1214/aos/1176345459

zbMATH Keywords

asymptotic normalityprocess controldynamic stochastic approximationgeneralization of Robbins-Monro procedure

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Linear inference, regression (62J99) Strong limit theorems (60F15) Stochastic approximation (62L20)

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