Asymptotically Efficient Stochastic Approximation; The RM Case

  • Fabian V
N/ACitations
Citations of this article
6Readers
Mendeley users who have this article in their library.

Abstract

Anbar (1971) and, independently, Abdelhamid (1971) have shown that if the density g of the errors of estimates of function values is known, a transformation of observations leads to stocahstic approximation methods which under mild conditions produce asymptotically efficient estimators (the first author considers the RM case, the second the RM and KW cases). This paper treats the RM case and shows that the same asymptotic result can be achieved without the knowledge of the density g.

Register to see more suggestions

Mendeley helps you to discover research relevant for your work.

Already have an account?

Cite

CITATION STYLE

APA

Fabian, V. (2007). Asymptotically Efficient Stochastic Approximation; The RM Case. The Annals of Statistics, 1(3). https://doi.org/10.1214/aos/1176342414

Readers' Seniority

Tooltip

Professor / Associate Prof. 1

33%

Lecturer / Post doc 1

33%

PhD / Post grad / Masters / Doc 1

33%

Readers' Discipline

Tooltip

Engineering 2

50%

Business, Management and Accounting 1

25%

Computer Science 1

25%

Save time finding and organizing research with Mendeley

Sign up for free