On the speed of convergence of the kiefer-wolfowitz stochastic approximation procedure

DOI10.1080/02331888108801597zbMath0484.62093OpenAlexW2050708191MaRDI QIDQ3943860

Ulrich Herkenrath

Publication date: 1981

Published in: Series Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888108801597

zbMATH Keywords

adaptive controlregression functionconstrained stochastic approximation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Stochastic approximation (62L20) Sequential estimation (62L12) (L^p)-limit theorems (60F25)

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