RUS  ENG
Full version
JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1982 Volume 27, Issue 2, Pages 374–380 (Mi tvp2364)

This article is cited 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


 English version:
Theory of Probability and its Applications, 1983, 27:2, 396–402

Bibliographic databases:


© Steklov Math. Inst. of RAS, 2024