A new sequential approximation method

DOI10.1016/0378-3758(96)88843-4zbMath0857.62079OpenAlexW2050982616MaRDI QIDQ1817294

Douglas Faries, Barry Kurt Moser

Publication date: 6 March 1997

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11244/20823

zbMATH Keywords

rootssimulationconsistencyasymptotic normalitymaximum likelihood estimatorsbinary dataRobbins-Monroexpected value functiontwo-parameter logit model

Mathematics Subject Classification ID

Stochastic approximation (62L20) Sequential estimation (62L12)

Related Items (1)

A new sequential approximation method

Cites Work

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• A stochastic Newton-Raphson method
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• Asymptotic Distribution of Stochastic Approximation Procedures
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• Approximation Methods which Converge with Probability one
• On a Stochastic Approximation Method

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