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Teoriya Veroyatnostei i ee Primeneniya, 1982, Volume 27, Issue 2, Pages 374–380
(Mi tvp2364)
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This article is cited in 2 scientific papers (total in 2 papers)
Short Communications
On the parameter estimation by means of the Davidon–Fletcher–Powell method
G. Beinickea, K. O. Dzhaparidzeb a Jena
b Tbilisi
Abstract:
It is shown that if the distribution of a random functional depends on a vector parameter $\theta_n$ than the iterative Davidon–Fletcher–Powell method provides estimates of $\theta_n$ with good asymptotical properties.
Received: 08.02.1979
Citation:
G. Beinicke, K. O. Dzhaparidze, “On the parameter estimation by means of the Davidon–Fletcher–Powell method”, Teor. Veroyatnost. i Primenen., 27:2 (1982), 374–380; Theory Probab. Appl., 27:2 (1983), 396–402
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https://www.mathnet.ru/eng/tvp2364 https://www.mathnet.ru/eng/tvp/v27/i2/p374
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Abstract page: | 366 | Full-text PDF : | 127 | First page: | 3 |
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