Nonlinear stochastic approximation procedures for \(L_ p\) loss functions

DOI10.1214/AOS/1176347880zbMath0716.62080OpenAlexW2078180498MaRDI QIDQ753364

Zhiliang Ying

Publication date: 1990

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176347880

zbMATH Keywords

algorithmsinformation boundscalinglower boundsadaptive designRobbins-Monro procedureasymptotically efficientmartingale limit theoremsloss criteriaLp-losssemiparametric formulation

Mathematics Subject Classification ID

Stochastic approximation (62L20) Sequential statistical design (62L05) Functional limit theorems; invariance principles (60F17)

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