On one-side convergence of the modified Robbins--Monro process
Zapiski Nauchnykh Seminarov POMI, Studies in mathematical statistics. Part 8, Tome 166 (1988), pp. 63-66
Voir la notice de l'article provenant de la source Math-Net.Ru
A modified Robbins-Monro procedure for estimating the root
of a regression function is discussed.
@article{ZNSL_1988_166_a8,
author = {T. P. Krasulina},
title = {On one-side convergence of the modified {Robbins--Monro} process},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {63--66},
publisher = {mathdoc},
volume = {166},
year = {1988},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_1988_166_a8/}
}
T. P. Krasulina. On one-side convergence of the modified Robbins--Monro process. Zapiski Nauchnykh Seminarov POMI, Studies in mathematical statistics. Part 8, Tome 166 (1988), pp. 63-66. http://geodesic.mathdoc.fr/item/ZNSL_1988_166_a8/