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An Extension of the Robbins-Monro Procedure

  • Venter J
The Annals of Mathematical Statistics (1967) 38(1) 181-190
DOI: 10.1214/aoms/1177699069
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Abstract

A refinement of the Robbins-Monro procedure for estimating the root of a regression equation is given. The essential feature of the procedure is that it estimates the slope of the regression function at the root and employs this information to improve on the rate of convergence and the asymptotic variance of the Robbins-Monro procedure.

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APA

Venter, J. H. (1967). An Extension of the Robbins-Monro Procedure. The Annals of Mathematical Statistics, 38(1), 181–190. https://doi.org/10.1214/aoms/1177699069

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