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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1978 Volume 23, Issue 2, Pages 383–388 (Mi tvp3046)

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


 English version:
Theory of Probability and its Applications, 1979, 23:2, 365–370

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