A note on asymptotic estimation of the extremum point of a regression function
Teoriâ veroâtnostej i ee primeneniâ, Tome 23 (1978) no. 2, pp. 383-388
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In the present paper, it is shown that some modification of the Kiefer–Wolfowitz procedure converges to a minimum point of the regression function $f(x)$ for any rate of its growth as $|x|\to\infty$.
@article{TVP_1978_23_2_a11,
author = {M. B. Nevel'son},
title = {A~note on asymptotic estimation of the extremum point of a~regression function},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {383--388},
year = {1978},
volume = {23},
number = {2},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1978_23_2_a11/}
}
M. B. Nevel'son. A note on asymptotic estimation of the extremum point of a regression function. Teoriâ veroâtnostej i ee primeneniâ, Tome 23 (1978) no. 2, pp. 383-388. http://geodesic.mathdoc.fr/item/TVP_1978_23_2_a11/