Optimal and robust kernel algorithms for passive stochastic approximation

DOI10.1109/18.149511zbMath0753.62053OpenAlexW2085380787MaRDI QIDQ4014184

Alexandre B. Tsybakov, Boris T. Polyak, Alexander Nazin

Publication date: 12 October 1992

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/18.149511

zbMATH Keywords

rate of convergencealmost sure convergencerobust estimationmean square convergenceoptimal kernel choicepassive stochastic approximationnonlinear modification of the recursive Härdle-Nixdorf method

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Stochastic approximation (62L20)

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