Open Access
August, 1967 On Convergence of the Kiefer-Wolfowitz Approximation Procedure
J. H. Venter
Ann. Math. Statist. 38(4): 1031-1036 (August, 1967). DOI: 10.1214/aoms/1177698771


It is shown that the Kiefer-Wolfowitz procedure for estimating the maximum of a regression surface converges almost surely to the maximum if this is the only stationary point of the surface and some other conditions are satisfied. The result is in a sense stronger than those existing presently.


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J. H. Venter. "On Convergence of the Kiefer-Wolfowitz Approximation Procedure." Ann. Math. Statist. 38 (4) 1031 - 1036, August, 1967.


Published: August, 1967
First available in Project Euclid: 27 April 2007

zbMATH: 0158.36802
MathSciNet: MR214195
Digital Object Identifier: 10.1214/aoms/1177698771

Rights: Copyright © 1967 Institute of Mathematical Statistics

Vol.38 • No. 4 • August, 1967
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