Asymptotic distribution of successive approximations by the Fabian modification of the Robbins-Monro algorithm in the case of many roots

zbMath0692.62069MaRDI QIDQ583789

Yu. M. Kaniovskij

Publication date: 1989

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

conditional limit distribution of normalized deviations of the successive approximationsFabian modification of the Robbins-Monro algorithmisolated stable zero of a regression function

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Stochastic approximation (62L20)

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