Two Approximations to the Robbins-Monro Process
J. L. Hodges, and E. L. Lehmann
Source: Proc. Third Berkeley Symp. on Math. Statist. and Prob., Vol. 1 (Univ. of Calif. Press, 1956), 95-104.
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Primary Subjects: 62.0X
Keywords: Speed of convergence; Asymptotic accuracy; Harmonic coefficient; Linear approximation; Parametric estimation
Full-text: Open access
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