Isotonic estimation in stochastic approximation

DOI10.1016/0167-7152(90)90068-IzbMath0686.62063MaRDI QIDQ1262668

Hari Mukerjee, D. L. Hanson

Publication date: 1990

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

strong consistencyisotonic regressionoptimality propertiesRobbins-Monro processcontrol settingsdesign settingunique zero

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Strong limit theorems (60F15) Stochastic approximation (62L20)

Cites Work

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• The quadratic loss of isotonic regression under normality
• Almost sure approximations to the Robbins-Monro and Kiefer-Wolfowitz processes with dependent noise
• Almost sure convergence for the Robbins-Monro process
• Almost sure approximation of the Robbins-Monro process by sums of independent random variables
• On optimal estimation methods using stochastic approximation procedures
• On consistency in monotonic regression
• Efficient Sequential Designs With Binary Data
• An Extension of the Robbins-Monro Procedure
• Asymptotic Distribution of Stochastic Approximation Procedures
• A limit theorem for the Robbins-Monro approximation
• A Stochastic Approximation Method
• Approximation Methods which Converge with Probability one
• On a Stochastic Approximation Method

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