Convergence of Kiefer-Wolfowitz algorithm under quasi-associated random errors
 
 
Description:  In this talk, we study the algorithm of Kiefer-Wolfowitz under quasi-associated random errors. We establish the complete convergence and obtain an exponential bound. Additionally, we build a confidence interval for the minimum. Numerical examples are sketched out to confirm the theoretical results and show the accuracy of the algorithm.
Date:  2015-06-18
Start Time:   12:00
Speaker:  Idir Arab (University of Bejaia, Algeria)
Institution:  University of Bejaia, Algeria
Place:  Sala 5.5
Research Groups: -Probability and Statistics
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