Confidence Intervals from Stochastic Approximation

DOI10.1080/03610918.2013.879891zbMath1347.62058OpenAlexW2076983588MaRDI QIDQ2816715

Cui Xiong, Jin Xu

Publication date: 25 August 2016

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2013.879891

zbMATH Keywords

confidence intervalsstochastic approximationrandomization testRobbins-Monro procedure

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09) Stochastic approximation (62L20)

Cites Work

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• Bootstrap confidence intervals. With comments and a rejoinder by the authors
• Permutation, parametric and bootstrap tests of hypotheses.
• The Efficiency of Some Nonparametric Competitors of the $t$-Test
• Efficient Robbins-Monro procedure for binary data
• Confidence Intervals from Randomization Tests
• Generating Monte Carlo Confidence Intervals by the Robbins-Monro Process
• Asymptotic Distribution of Stochastic Approximation Procedures

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