On the convergence of a stochastic approximation procedure for estimating the quantile criterion in the case of a discontinuous distribution function

2011 ◽  
Vol 72 (2) ◽  
pp. 283-288 ◽  
Author(s):  
Yu. S. Kan
Keyword(s):  
Distribution Function ◽  
Stochastic Approximation ◽  
Approximation Procedure ◽  
Discontinuous Distribution ◽  
Quantile Criterion ◽  
Stochastic Approximation Procedure

scholarly journals On the almost sure convergence of a general stochastic approximation procedure

1986 ◽  
Vol 34 (3) ◽  
pp. 335-342 ◽  
Author(s):  
S. N. Evans ◽  
N. C. Weber
Keyword(s):  
Regression Model ◽  
Stochastic Approximation ◽  
Iterative Procedure ◽  
Almost Sure Convergence ◽  
Approximation Procedure ◽  
Stochastic Approximation Procedure ◽  
General Stochastic

A set of conditions for the almost sure convergence of a stochastic iterative procedure is given. The conditions are framed in terms of the behaviour of the random adjustment made the n-th step rather than in terms of some underlying regression model.

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