A modified Robbins-Monro procedure approximating the zero of a regression function from below
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Publication:1238580
DOI10.1214/AOS/1176343758zbMath0359.62066OpenAlexW1983116520MaRDI QIDQ1238580
Publication date: 1977
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176343758
Linear regression; mixed models (62J05) Stochastic approximation (62L20) Limit theorems in probability theory (60F99)
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On one-sided convergence of a modified stochastic approximation process ⋮ Setup adjustment for discrete-part manufacturing processes with asymmetric cost functions ⋮ A probability estimate for not exceeding the unknown threshold by the Robbins-Monro algorithm ⋮ A two-stage hybrid procedure for estimating an inverse regression function ⋮ One-sided convergence of a modified Robbins-Monro process ⋮ One-sided convergence of continuous processes of stochastic approximation ⋮ Convergence of the Robbins-Monro process with small steps from below
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