首页   按字顺浏览 期刊浏览 卷期浏览 Recursive estimation: asymptotic confidence regions by empirical quantiles
Recursive estimation: asymptotic confidence regions by empirical quantiles

 

作者: Jürgen Dippon,  

 

期刊: Sequential Analysis  （Taylor Available online 1992）
卷期: Volume 11, issue 1  

页码: 91-100

 

ISSN:0747-4946

 

年代: 1992

 

DOI:10.1080/07474949208836246

 

出版商: Marcel Dekker, Inc.

 

关键词: stochastic approximation;Banach space;limit distribution;Wiener-Hopf equation;stopping time

 

数据来源: Taylor

 

摘要:

Central limit theorems in stochastic approximation theory often involve an integral of a limit process of the observation errors. This integral is approximated by a further stochastic iteration. Then empirical quantiles are used to construct spherical asymptotic confidence regions for the parameter to be estimated. As an example the method is applied to a recursive solution of a linear equation in a separable real Banach space.

 

点击下载:  PDF (263KB)



返 回