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January, 1977 A Modified Robbins-Monro Procedure Approximating the Zero of a Regression Function from Below
Dan Anbar
Ann. Statist. 5(1): 229-234 (January, 1977). DOI: 10.1214/aos/1176343758

Abstract

A Robbins-Monro type procedure for estimating the zero of a regression function is discussed. The procedure is a modification of the Robbins-Monro procedure which is designed to approximate the zero from below. An almost sure convergence is proved and it is shown that one can guarantee that the procedure overestimate the zero only finitely many times with probability one.

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Dan Anbar. "A Modified Robbins-Monro Procedure Approximating the Zero of a Regression Function from Below." Ann. Statist. 5 (1) 229 - 234, January, 1977. https://doi.org/10.1214/aos/1176343758

Information

Published: January, 1977
First available in Project Euclid: 12 April 2007

zbMATH: 0359.62066
MathSciNet: MR428642
Digital Object Identifier: 10.1214/aos/1176343758

Subjects:
Primary: 62L20
Secondary: 62L05

Keywords: Robbins-Monro procedure , search procedure , sequential design , stochastic approximation

Rights: Copyright © 1977 Institute of Mathematical Statistics

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Vol.5 • No. 1 • January, 1977
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