Kiefer–Wolfowitz algorithm under quasi-associated random errors

Idir Arab and Abdelnasser Dahmani

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 6, 2686-2695

Abstract: In this article, we study the algorithm of Kiefer–Wolfowitz underquasi-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: 2017
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DOI: 10.1080/03610926.2015.1044668

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