A new sequential design based on the Robbins-Monro procedure

DOI10.1007/BF02613627zbMath0743.62076MaRDI QIDQ1185341

S. Singh

Publication date: 28 June 1992

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/176367

zbMATH Keywords

asymptotic normalityRobbins-Monro processestimates of a regression functionestimates of the rootssequential estimation procedurestrongly convergent

Mathematics Subject Classification ID

Stochastic approximation (62L20) Sequential statistical design (62L05)

Related Items (2)

Two stage estimation of parameters and quantiles of two parameter binary models ⋮ THE SIMPLE LINEAR CALIBRATION PROBLEM AS AN OPTIMAL EXPERIMENTAL DESIGN

Cites Work

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• Almost sure convergence for the Robbins-Monro process
• A stochastic Newton-Raphson method
• Approximation Theorems of Mathematical Statistics
• Efficient Sequential Designs With Binary Data
• Asymptotic Distribution of Stochastic Approximation Procedures
• A Stochastic Approximation Method
• Approximation Methods which Converge with Probability one

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