Stochastic Estimation of the Maximum of a Regression Function
Kiefer, J. ; Wolfowitz, J.
Ann. Math. Statist., Tome 23 (1952) no. 4, p. 462-466 / Harvested from Project Euclid
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Let $M(x)$ be a regression function which has a maximum at the unknown point $\theta. M(x)$ is itself unknown to the statistician who, however, can take observations at any level $x$. This paper gives a scheme whereby, starting from an arbitrary point $x_1$, one obtains successively $x_2, x_3, \cdots$ such that $x_n$ converges to $\theta$ in probability as $n \rightarrow \infty$.
Publié le : 1952-09-14
Classification:  
@article{1177729392,
     author = {Kiefer, J. and Wolfowitz, J.},
     title = {Stochastic Estimation of the Maximum of a Regression Function},
     journal = {Ann. Math. Statist.},
     volume = {23},
     number = {4},
     year = {1952},
     pages = { 462-466},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177729392}
}

Kiefer, J.; Wolfowitz, J. Stochastic Estimation of the Maximum of a Regression Function. Ann. Math. Statist., Tome 23 (1952) no. 4, pp.  462-466. http://gdmltest.u-ga.fr/item/1177729392/