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Teoriya Veroyatnostei i ee Primeneniya, 1978, Volume 23, Issue 2, Pages 383–388
(Mi tvp3046)
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Short Communications
A note on asymptotic estimation of the extremum point of a regression function
M. B. Nevel'son Moscow
Abstract:
In the present paper, it is shown that some modification of the Kiefer–Wolfowitz procedure converges to a minimum point of the regression function $f(x)$ for any rate of its growth as $|x|\to\infty$.
Received: 12.10.1976
Citation:
M. B. Nevel'son, “A note on asymptotic estimation of the extremum point of a regression function”, Teor. Veroyatnost. i Primenen., 23:2 (1978), 383–388; Theory Probab. Appl., 23:2 (1979), 365–370
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