Stochastic approximation and Newton's estimate of a mixing distribution

DOI10.1214/08-STS265zbMath1329.62361arXiv1102.3592MaRDI QIDQ908149

Ryan Martin, Jayanta K. Ghosh

Publication date: 3 February 2016

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1102.3592

zbMATH Keywords

empirical Bayesstochastic approximationLyapunov functionsmixture models

Mathematics Subject Classification ID

Stochastic approximation (62L20)

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