Teoriâ veroâtnostej i ee primeneniâ, Tome 27 (1982) no. 2, pp. 374-380
Citer cet article
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/
@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 -
%0 Journal Article
%A G. Beinicke
%A K. O. Dzhaparidze
%T On the parameter estimation by means of the Davidon–Fletcher–Powell method
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1982
%P 374-380
%V 27
%N 2
%U http://geodesic.mathdoc.fr/item/TVP_1982_27_2_a21/
%G ru
%F TVP_1982_27_2_a21
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.
