On fixed-precision estimation of the minimum of a regression function and of the minimum of a random variable

Marek Męczarski

Mathematica Applicanda (1987)

  • Volume: 16, Issue: 30
  • ISSN: 1730-2668

Abstract

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The problem of sequential fixed-precision estimation of the minimum point of a quadratic regression function is investigated. Stochastic approximation methods are mentioned. One presents also some sequential fixed-precision procedures for the minimum of a random variable, i.e. for the lower bound of the support of its distribution function. One attempts to apply these procedures to estimation of the minimal value of a regression function. Asymptotically consistent fixed-precision estimation is considered.

How to cite

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Marek Męczarski. "On fixed-precision estimation of the minimum of a regression function and of the minimum of a random variable." Mathematica Applicanda 16.30 (1987): null. <http://eudml.org/doc/292717>.

@article{MarekMęczarski1987,
abstract = {The problem of sequential fixed-precision estimation of the minimum point of a quadratic regression function is investigated. Stochastic approximation methods are mentioned. One presents also some sequential fixed-precision procedures for the minimum of a random variable, i.e. for the lower bound of the support of its distribution function. One attempts to apply these procedures to estimation of the minimal value of a regression function. Asymptotically consistent fixed-precision estimation is considered.},
author = {Marek Męczarski},
journal = {Mathematica Applicanda},
keywords = {Sequential estimation; Tolerance and confidence regions; General nonlinear regression},
language = {eng},
number = {30},
pages = {null},
title = {On fixed-precision estimation of the minimum of a regression function and of the minimum of a random variable},
url = {http://eudml.org/doc/292717},
volume = {16},
year = {1987},
}

TY - JOUR
AU - Marek Męczarski
TI - On fixed-precision estimation of the minimum of a regression function and of the minimum of a random variable
JO - Mathematica Applicanda
PY - 1987
VL - 16
IS - 30
SP - null
AB - The problem of sequential fixed-precision estimation of the minimum point of a quadratic regression function is investigated. Stochastic approximation methods are mentioned. One presents also some sequential fixed-precision procedures for the minimum of a random variable, i.e. for the lower bound of the support of its distribution function. One attempts to apply these procedures to estimation of the minimal value of a regression function. Asymptotically consistent fixed-precision estimation is considered.
LA - eng
KW - Sequential estimation; Tolerance and confidence regions; General nonlinear regression
UR - http://eudml.org/doc/292717
ER -

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