Robbins-Monro Procedure with Both Variables Subject to Experimental Error
Dupac, Vaclav ; Kral, Frantisek
Ann. Math. Statist., Tome 43 (1972) no. 6, p. 1089-1095 / Harvested from Project Euclid
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The limiting behavior of the one-dimensional RM procedure is investigated when the prescribed $x$-levels of sequential experiments can be realized when random errors only. The errors of constant variance and of variance decreasing to zero are studied in Sections 2 and 3, respectively.
Publié le : 1972-08-14
Classification:  
@article{1177692462,
     author = {Dupac, Vaclav and Kral, Frantisek},
     title = {Robbins-Monro Procedure with Both Variables Subject to Experimental Error},
     journal = {Ann. Math. Statist.},
     volume = {43},
     number = {6},
     year = {1972},
     pages = { 1089-1095},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177692462}
}

Dupac, Vaclav; Kral, Frantisek. Robbins-Monro Procedure with Both Variables Subject to Experimental Error. Ann. Math. Statist., Tome 43 (1972) no. 6, pp.  1089-1095. http://gdmltest.u-ga.fr/item/1177692462/