On the Kiefer-Wolfowitz approximation method

Václav Dupač

Časopis pro pěstování matematiky (1957)

  • Volume: 082, Issue: 1, page 47-75
  • ISSN: 0528-2195

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Dupač, Václav. "O Kiefer-Wolfowitzově aproximační methodě." Časopis pro pěstování matematiky 082.1 (1957): 47-75. <http://eudml.org/doc/20601>.

@article{Dupač1957,
author = {Dupač, Václav},
journal = {Časopis pro pěstování matematiky},
keywords = {statistics},
language = {cze},
number = {1},
pages = {47-75},
publisher = {Mathematical Institute of the Czechoslovak Academy of Sciences},
title = {O Kiefer-Wolfowitzově aproximační methodě},
url = {http://eudml.org/doc/20601},
volume = {082},
year = {1957},
}

TY - JOUR
AU - Dupač, Václav
TI - O Kiefer-Wolfowitzově aproximační methodě
JO - Časopis pro pěstování matematiky
PY - 1957
PB - Mathematical Institute of the Czechoslovak Academy of Sciences
VL - 082
IS - 1
SP - 47
EP - 75
LA - cze
KW - statistics
UR - http://eudml.org/doc/20601
ER -

References

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  1. H. Robbins S. Monro, A stochastic approximation method, Annals of Mathematical Statistics 22 (1951), 400-407. (1951) MR0042668
  2. J. Wolfowitz, On the stochastic apprommation method of Robbins and Monro, Annals of Mathematical Statistics 23 (1952), 457-461. (1952) MR0050242
  3. J. R. Blum, Appгoximation methods which converge with probability one, Annals of Mathematical Statistics 25 (1954), 382-386. (1954) MR0062399
  4. G. Kallianpur, A note on the Robbins-Monro stochastic appгoximation method, Annals of Mathematical Statistics 25 (1954), 386-388. (1954) MR0062400
  5. L. Schmetterer, Bemerkungen zum Verfahren der stochastischen Iteration, Östereichisches Ingenieur-Archiv VII (1953), 111- 117. (1953) MR0055640
  6. L. Schmetterer, Zum Sequentialverfahren von Robbins und Monro, Monatshefte für Mathematik 58 (1954), 33-37. (1954) Zbl0059.12604MR0061328
  7. K. L. Chung, On a stochastic approximation method, Annals of Mathematical Statistics 25 (1954), 463-483. (1954) Zbl0059.13203MR0064365
  8. J. R. Blum, Multidimensional stochastic approximation methods, Annals of Mathematical Statistics 25 (1954), 737-744. (1954) Zbl0056.38305MR0065092
  9. J. Kiefer J. Wolfowitz, Stochastic estimation of the maximum of a regression function, Annals of Mathematical Statistics 23 (1952), 462-466. (1952) MR0050243
  10. M. G. Kendall, The Advanced Theory of Statistics, vol. I., Griffin, London 1943. (1943) MR0010934

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