On Bather’s stochastic approximation algorithm. (English) Zbl 0810.62077
Summary: Stochastic approximation procedures provide a useful technique for detecting the root of an unknown regression function. Based on the idea of averaging J. A. Bather [Asymptotic Statistics, 4th Prague Symp., Prague/Czech. 1988, 13-27 (1989; Zbl 0697.62080)] proposed a new stochastic approximation algorithm. For this algorithm some results will be presented on the rate of convergence as well as on the behaviour for small to moderate sample sizes.
MSC:
| 62L20 | Stochastic approximation |
Citations:
Zbl 0697.62080References:
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