| Title:
|
O Kiefer-Wolfowitzově aproximační methodě (Czech) |
| Title:
|
On the Kiefer-Wolfowitz approximation method (English) |
| Author:
|
Dupač, Václav |
| Language:
|
Czech |
| Journal:
|
Časopis pro pěstování matematiky |
| ISSN:
|
0528-2195 |
| Volume:
|
82 |
| Issue:
|
1 |
| Year:
|
1957 |
| Pages:
|
47-75 |
| Summary lang:
|
English |
| Summary lang:
|
Russian |
| . |
| Category:
|
math |
| . |
| MSC:
|
62-0X |
| idZBL:
|
Zbl 0103.36705 |
| idMR:
|
MR0089556 |
| DOI:
|
10.21136/CPM.1957.117235 |
| . |
| Date available:
|
2009-09-23T06:49:35Z |
| Last updated:
|
2020-07-28 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/117235 |
| . |
| Reference:
|
[1] H. Robbins S. Monro: A stochastic approximation method.Annals of Mathematical Statistics 22 (1951), 400-407. MR 0042668 |
| Reference:
|
[2] J. Wolfowitz: On the stochastic apprommation method of Robbins and Monro.Annals of Mathematical Statistics 23 (1952), 457-461. MR 0050242 |
| Reference:
|
[3] J. R. Blum: Appгoximation methods which converge with probability one.Annals of Mathematical Statistics 25 (1954), 382-386. MR 0062399 |
| Reference:
|
[4] G. Kallianpur: A note on the Robbins-Monro stochastic appгoximation method.Annals of Mathematical Statistics 25 (1954), 386-388. MR 0062400 |
| Reference:
|
[5] L. Schmetterer: Bemerkungen zum Verfahren der stochastischen Iteration.Östereichisches Ingenieur-Archiv VII (1953), 111- 117. MR 0055640 |
| Reference:
|
[6] L. Schmetterer: Zum Sequentialverfahren von Robbins und Monro.Monatshefte für Mathematik 58 (1954), 33-37. Zbl 0059.12604, MR 0061328 |
| Reference:
|
[7] K. L. Chung: On a stochastic approximation method.Annals of Mathematical Statistics 25 (1954), 463-483. Zbl 0059.13203, MR 0064365 |
| Reference:
|
[8] J. R. Blum: Multidimensional stochastic approximation methods.Annals of Mathematical Statistics 25 (1954), 737-744. Zbl 0056.38305, MR 0065092 |
| Reference:
|
[9] J. Kiefer J. Wolfowitz: Stochastic estimation of the maximum of a regression function.Annals of Mathematical Statistics 23 (1952), 462-466. MR 0050243 |
| Reference:
|
[10] M. G. Kendall: The Advanced Theory of Statistics.vol. I., Griffin, London 1943. MR 0010934 |
| . |
