On Asymptotically Efficient Recursive Estimation of a Location Parameter
M. B. Nevel’son · Theory of Probability and Its Applications · 1981
Previous article Next article On Asymptotically Efficient Recursive Estimation of a Location ParameterM. B. Nevel’sonM. B. Nevel’sonhttps://doi.org/10.1137/1125067PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] A. Ibragimov and , R. Z. Khas'minskii, Asymptotic Estimation Theory, Nauka, Moscow, 1979, (In Russian.) Google Scholar[2] David J. Sakrison, Efficient recursive estimation; application to estimating the parameters of a covariance function, Internat. J. Engrg. Sci., 3 (1965), 461–483 10.1016/0020-7225(65)90029-7 31:6306 0137.37202 CrossrefGoogle Scholar[3] R. Z. Khas'minskii, Sequential estimation and recursive asymptotically optimal procedures of estimation and observation control, Proceedings of the Prague Symposium on Asymptotic Statistics (Charles Univ., Prague, 1973), Vol. I, Charles Univ., Prague, 1974, 157–178 52:2081 0341.62068 Google Scholar[4] M. B. Nevel'son, On optimal recursive estimation of a location parameter, Proceedings of the IEEE-USSR Joint Workshop on Information Theory (Moscow, 1975), Inst. Electr. Electron. Engrs., New York, 1976, 148–152 57:5343 Google Scholar[5] M. B. Nevel'son, The asymptotic optimality of recurrent estimates, Problemy Peredači Informacii, 14 (1978), 50–67, (In Russian.) 58:3244 0384.62070 Google Scholar[6] A. N. Kolmogorov and , S. V. Fomin, Introductory real analysis, Revised English edition. Translated from the Russian and edited by Richard A. Silverman, Prentice-Hall Inc., Englewood Cliffs, N.Y., 1970xii+403 pp. (loose errata) 42:1954 Google Scholar[7] Jaroslav Hájek, Local asymptotic minimax and admissibility in estimation, Proceedings of the Sixth Berkeley Symposium on Mathematical Statistics and Probability (Univ. California, Berkeley, Calif., 1970/1971), Vol. I: Theory of statistics, Univ. California Press, Berkeley, Calif., 1972, 175–194 53:4344 0281.62010 Google Scholar[8] Václav Fabian, On asymptotic normality in stochastic approximation, Ann. Math. Statist, 39 (1968), 1327–1332 37:6984 0176.48402 CrossrefGoogle Scholar[9] M. B. Nevel'son, On the properties of the recursive estimates for a functional of an unknown distribution functionLimit theorems of probability theory (Colloq., Keszthely, 1974), North-Holland, Amsterdam, 1975, 227–251. Colloq. Math. Soc. János Bolyai, Vol. 11, (Hungary) 52:15911 0345.62066 Google Scholar Previous article Next article FiguresRelatedReferencesCited byDetails Volume 25, Issue 3| 1981Theory of Probability & Its Applications History Submitted:20 April 1977Published online:28 July 2006 InformationCopyright © 1981 © Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1125067Article page range:pp. 569-579ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics