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Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space
Chen, Xiaohong; White, Halbert - In: Studies in Nonlinear Dynamics & Econometrics 6 (2002) 1
Let H be an infinite-dimensional real separable Hilbert space. Given an unknown mapping M:H (r)H that can only be observed with noise, we consider two modified Robbins-Monro procedures to estimate the zero point ?o ( H of M. These procedures work in appropriate finite dimensional sub-spaces of...
Persistent link: https://www.econbiz.de/10014620772
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Weak and strong laws of large numbers for Hilbert space : valued mixingales
Chen, Xiaohong; White, Halbert - 1992
Persistent link: https://www.econbiz.de/10000841567
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Improved rates and asymptotic normality for nonparametric neural network estimators
Chen, Xiaohong; White, Halbert - 1997
Persistent link: https://www.econbiz.de/10010364335
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Asymptotic properties of some projection-based Robbins-Monro procedures in a Hilbert space
Chen, Xiaohong; White, Halbert - 2002
Persistent link: https://www.econbiz.de/10001659348
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Laws of large numbers for Hilbert space-valued mixingales with applications
Chen, Xiaohong - In: Econometric theory 12 (1996) 2, pp. 284-304
Persistent link: https://www.econbiz.de/10001205641
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Asymptotic properties of some projection-based Robbins-Monro procedures in a Hilbert space
Chen, Xiaohong (contributor); White, Halbert (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 6 (2002) 1
Persistent link: https://www.econbiz.de/10001790000
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Central limit and functional central limit theorems for Hilbert-valued dependent heterogeneous arrays with applications
Chen, Xiaohong - In: Econometric theory 14 (1998) 2, pp. 260-284
Persistent link: https://www.econbiz.de/10001245306
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Nonparametric adaptive learning with feedback
Chen, Xiaohong - In: Journal of economic theory 82 (1998) 1, pp. 190-222
Persistent link: https://www.econbiz.de/10001246466
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Central limit and functional central limit theorems for Hilbert-valued dependent heterogeneous arrays with applications
Chen, Xiaohong; White, Halbert - 1997 - Rev
Persistent link: https://www.econbiz.de/10000996022
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Nonparametric adaptive learning with feedback
Chen, Xiaohong; White, Halbert - 1994
Persistent link: https://www.econbiz.de/10000899153