A Modified Robbins-Monro Procedure Approximating the Zero of a Regression Function from Below
Anbar, Dan
Ann. Statist., Tome 5 (1977) no. 1, p. 229-234 / Harvested from Project Euclid
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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.
Publié le : 1977-01-14
Classification:  Stochastic approximation,  Robbins-Monro procedure,  search procedure,  sequential design,  62L20,  62L05 
@article{1176343758,
     author = {Anbar, Dan},
     title = {A Modified Robbins-Monro Procedure Approximating the Zero of a Regression Function from Below},
     journal = {Ann. Statist.},
     volume = {5},
     number = {1},
     year = {1977},
     pages = { 229-234},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176343758}
}

Anbar, Dan. A Modified Robbins-Monro Procedure Approximating the Zero of a Regression Function from Below. Ann. Statist., Tome 5 (1977) no. 1, pp.  229-234. http://gdmltest.u-ga.fr/item/1176343758/