Estimation Following a Sequentially Designed Experiment

DOI10.2307/2289610zbMath0741.62075OpenAlexW4229847151MaRDI QIDQ3971656

David Ruppert, Edward W. Frees

Publication date: 25 June 1992

Full work available at URL: https://doi.org/10.2307/2289610

zbMATH Keywords

Monte Carlo studyleast squares methodgeneralized linear modelstochastic designasymptotically efficient estimateRobbins-Monro stochastic approximation procedurefinite sample efficiencyestimated slope

Mathematics Subject Classification ID

Density estimation (62G07) Stochastic approximation (62L20) Sequential statistical design (62L05)

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