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Teoriya Veroyatnostei i ee Primeneniya, 2000, Volume 45, Issue 4, Pages 639–656
DOI: https://doi.org/10.4213/tvp496 (Mi tvp496) 		 
This article is cited in 1 scientific paper (total in 1 paper)

Recursive estimation of a vector parameter under Bahadur risk

A. P. Korosteleva, A. L. Rukhinb

a Department of Mathematics, Wayne State University, USA
b Department of Mathematics and Statistics, UMBC, USA
Full-text PDF (822 kB) Citations (1)
DOI: https://doi.org/10.4213/tvp496
Abstract: Recursive estimation of a vector parameter is investigated when the performance of a procedure is measured by the probability of its closeness to the parameter, i.e., when the loss is defined by a zero-one function. The large deviations of recurrent procedures are studied and asymptotic efficiency of these procedures is explored. The results are extended to the case of a search algorithm in a half-space.
Keywords: Bahadur risk, large deviations, Markov processes, recursive estimation, stochastic approximation.
Received: 01.06.1998
English version:
Theory of Probability and its Applications, 2001, Volume 45, Issue 4, Pages 589–603
DOI: https://doi.org/10.1137/S0040585X97978518
Bibliographic databases:
Language: Russian
Citation: A. P. Korostelev, A. L. Rukhin, “Recursive estimation of a vector parameter under Bahadur risk”, Teor. Veroyatnost. i Primenen., 45:4 (2000), 639–656; Theory Probab. Appl., 45:4 (2001), 589–603
Citation in format AMSBIB
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\paper Recursive estimation of a vector parameter under Bahadur risk
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\transl
\jour Theory Probab. Appl.
\yr 2001
\vol 45
\issue 4
\pages 589--603
\crossref{https://doi.org/10.1137/S0040585X97978518}
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  • https://www.mathnet.ru/eng/tvp496
  • https://doi.org/10.4213/tvp496
  • https://www.mathnet.ru/eng/tvp/v45/i4/p639
    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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