On Convergence of the Kiefer-Wolfowitz Approximation Procedure
Venter, J. H.
Ann. Math. Statist., Tome 38 (1967) no. 6, p. 1031-1036 / Harvested from Project Euclid
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It is shown that the Kiefer-Wolfowitz procedure for estimating the maximum of a regression surface converges almost surely to the maximum if this is the only stationary point of the surface and some other conditions are satisfied. The result is in a sense stronger than those existing presently.
Publié le : 1967-08-14
Classification:  
@article{1177698771,
     author = {Venter, J. H.},
     title = {On Convergence of the Kiefer-Wolfowitz Approximation Procedure},
     journal = {Ann. Math. Statist.},
     volume = {38},
     number = {6},
     year = {1967},
     pages = { 1031-1036},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177698771}
}

Venter, J. H. On Convergence of the Kiefer-Wolfowitz Approximation Procedure. Ann. Math. Statist., Tome 38 (1967) no. 6, pp.  1031-1036. http://gdmltest.u-ga.fr/item/1177698771/