An averaged projected Robbins-Monro algorithm for estimating the parameters of a truncated spherical distribution

DOI10.1214/17-EJS1276zbMath1422.62271arXiv1606.04276OpenAlexW2963729375MaRDI QIDQ527103

Bruno Portier, Antoine Godichon-Baggioni

Publication date: 16 May 2017

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1606.04276

zbMATH Keywords

asymptotic propertiesaveragingprojected Robbins-Monro algorithmsphere fitting

Mathematics Subject Classification ID

Stochastic approximation (62L20)

Related Items (2)

Online statistical inference for parameters estimation with linear-equality constraints ⋮ Online estimation of the asymptotic variance for averaged stochastic gradient algorithms

This page was built for publication: An averaged projected Robbins-Monro algorithm for estimating the parameters of a truncated spherical distribution