메뉴 건너뛰기




Volumn 91, Issue 2, 2004, Pages 461-470

Efficient Robbins-Monro procedure for binary data

Author keywords

Quantile estimation; Sequential design; Stochastic approximation

Indexed keywords


EID: 24944585604     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/91.2.461     Document Type: Article
Times cited : (51)

References (17)
  • 1
    • 0000792517 scopus 로고
    • On a stochastic approximation method
    • CHUNG, K. L. (1954). On a stochastic approximation method. Ann. Math. Statist. 25, 463-83.
    • (1954) Ann. Math. Statist. , vol.25 , pp. 463-483
    • Chung, K.L.1
  • 2
    • 0009281196 scopus 로고
    • The Robbins-Monro method for estimating the median lethal dose
    • COCHRAN, W. G. & DAVIS, M. (1965). The Robbins-Monro method for estimating the median lethal dose. J. R. Statist. Soc. B 27, 28-44.
    • (1965) J. R. Statist. Soc. B , vol.27 , pp. 28-44
    • Cochran, W.G.1    Davis, M.2
  • 3
    • 0347149655 scopus 로고
    • Two approximations to the Robbins-Monro process
    • Ed. J. Neyman. Berkeley, CA: University of California
    • HODGES, J. L. & LEHMANN, E. L. (1956). Two approximations to the Robbins-Monro process. In Proc. 3rd Berkeley Symp., 1, Ed. J. Neyman, pp. 39-55. Berkeley, CA: University of California.
    • (1956) Proc. 3rd Berkeley Symp. , vol.1 , pp. 39-55
    • Hodges, J.L.1    Lehmann, E.L.2
  • 4
    • 0442319310 scopus 로고    scopus 로고
    • Strong consistency in stochastic regression models via posterior covariance matrices
    • HU, I. (1997). Strong consistency in stochastic regression models via posterior covariance matrices. Biometrika 84, 744-9.
    • (1997) Biometrika , vol.84 , pp. 744-749
    • Hu, I.1
  • 5
    • 0442272279 scopus 로고    scopus 로고
    • On sequential designs in nonlinear problems
    • HU, I. (1998). On sequential designs in nonlinear problems. Biometrika 85, 496-503.
    • (1998) Biometrika , vol.85 , pp. 496-503
    • Hu, I.1
  • 6
    • 1542430703 scopus 로고    scopus 로고
    • Operating window experiments: A novel approach to quality improvement
    • JOSEPH, V. R. & WU, C. F. J. (2002). Operating window experiments: a novel approach to quality improvement. J. Qual. Technol. 34, 345-54.
    • (2002) J. Qual. Technol. , vol.34 , pp. 345-354
    • Joseph, V.R.1    Wu, C.F.J.2
  • 7
    • 0025130154 scopus 로고
    • Efficient design for estimation of median lethal dose and quantal dose-response curves
    • KALISH, L. A. (1990). Efficient design for estimation of median lethal dose and quantal dose-response curves. Biometrics 46, 737-48.
    • (1990) Biometrics , vol.46 , pp. 737-748
    • Kalish, L.A.1
  • 8
    • 0000878355 scopus 로고
    • Adaptive design and stochastic approximation
    • LAI, T. L. & ROBBINS, H. (1979). Adaptive design and stochastic approximation. Ann. Statist. 7, 1196-221.
    • (1979) Ann. Statist. , vol.7 , pp. 1196-1221
    • Lai, T.L.1    Robbins, H.2
  • 9
    • 0024995772 scopus 로고
    • Sequential designs in bioassay
    • MCLEISH, D. L. & TOSH, D. (1990). Sequential designs in bioassay. Biometrics 46, 103-16.
    • (1990) Biometrics , vol.46 , pp. 103-116
    • Mcleish, D.L.1    Tosh, D.2
  • 10
    • 84952112883 scopus 로고
    • D-optimality-based sensitivity test
    • NEYER, B. T. (1994). D-optimality-based sensitivity test. Technometrics 36, 61-70.
    • (1994) Technometrics , vol.36 , pp. 61-70
    • Neyer, B.T.1
  • 11
    • 0000016172 scopus 로고
    • A stochastic approximation method
    • ROBBINS, H. & MONRO, S. (1951). A stochastic approximation method. Ann. Math. Statist. 29, 373-405.
    • (1951) Ann. Math. Statist. , vol.29 , pp. 373-405
    • Robbins, H.1    Monro, S.2
  • 12
    • 0000431134 scopus 로고
    • Asymptotic distribution of stochastic approximation procedures
    • SACKS, J. (1958). Asymptotic distribution of stochastic approximation procedures. Ann. Math. Statist. 29, 373-405.
    • (1958) Ann. Math. Statist. , vol.29 , pp. 373-405
    • Sacks, J.1
  • 13
    • 0033005489 scopus 로고    scopus 로고
    • Two-stage design of quantal response studies
    • SITTER, R. R. & WU, C. F. J. (1999). Two-stage design of quantal response studies. Biometrics 55, 396-402.
    • (1999) Biometrics , vol.55 , pp. 396-402
    • Sitter, R.R.1    Wu, C.F.J.2
  • 14
    • 0001810396 scopus 로고
    • Sequential estimation of quantal response curves
    • WETHERILL, G. B. (1963). Sequential estimation of quantal response curves (with Discussion). J. R. Statist. Soc. B 25, 1-48.
    • (1963) J. R. Statist. Soc. B , vol.25 , pp. 1-48
    • Wetherill, G.B.1
  • 16
    • 84950861150 scopus 로고
    • Efficient sequential designs with binary data
    • WU, C. F. J. (1985). Efficient sequential designs with binary data. J. Am. Statist. Assoc. 80, 974-84.
    • (1985) J. Am. Statist. Assoc. , vol.80 , pp. 974-984
    • Wu, C.F.J.1
  • 17
    • 0028378443 scopus 로고
    • Estimation of extreme quantiles based on sensitivity tests: A comparative study
    • YOUNG, L. J. & EASTERLING, R. G. (1994). Estimation of extreme quantiles based on sensitivity tests: a comparative study. Technometrics 36, 48-60.
    • (1994) Technometrics , vol.36 , pp. 48-60
    • Young, L.J.1    Easterling, R.G.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.