A stochastic Newton-Raphson method

Author:

Anbar Dan

Publisher

Elsevier BV

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Reference12 articles.

1. Stochastic approximation and nonlinear regression;Albert,1967

2. Approximation methods which converge with probability one;Blum;Ann. Math. Statist.,1954

3. On stochastic approximation method;Chung;Ann. Math. Statist.,1954

4. On stochastic approximation;Dvoretzky;Proc. Third Berkeley Symp.,1956

5. On the law of the iterated logarithm in stochastic approximation processes;Gaposhkin;Theor. Probability Appl.,1974

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