On the parameter estimation by means of the Davidon–Fletcher–Powell method
Teoriâ veroâtnostej i ee primeneniâ, Tome 27 (1982) no. 2, pp. 374-380
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It is shown that if the distribution of a random functional depends on a vector parameter $\theta_n$ than the iterative Davidon–Fletcher–Powell method provides estimates of $\theta_n$ with good asymptotical properties.
@article{TVP_1982_27_2_a21,
author = {G. Beinicke and K. O. Dzhaparidze},
title = {On the parameter estimation by means of the {Davidon{\textendash}Fletcher{\textendash}Powell} method},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {374--380},
year = {1982},
volume = {27},
number = {2},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1982_27_2_a21/}
}
TY - JOUR AU - G. Beinicke AU - K. O. Dzhaparidze TI - On the parameter estimation by means of the Davidon–Fletcher–Powell method JO - Teoriâ veroâtnostej i ee primeneniâ PY - 1982 SP - 374 EP - 380 VL - 27 IS - 2 UR - http://geodesic.mathdoc.fr/item/TVP_1982_27_2_a21/ LA - ru ID - TVP_1982_27_2_a21 ER -
G. Beinicke; K. O. Dzhaparidze. On the parameter estimation by means of the Davidon–Fletcher–Powell method. Teoriâ veroâtnostej i ee primeneniâ, Tome 27 (1982) no. 2, pp. 374-380. http://geodesic.mathdoc.fr/item/TVP_1982_27_2_a21/