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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.
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Date: |
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Start Time: |
12:00 |
Speaker: |
Idir Arab (University of Bejaia, Algeria)
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Institution: |
University of Bejaia, Algeria
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Place: |
Sala 5.5
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Research Groups: |
-Probability and Statistics
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See more:
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<Main>
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