References
- Derman , C. and Sacks , J. 1959 . On Dvoretsky's stochastic approximation theorem . Ann. Math. Statist. , 30 : 601 – 605 .
- Englund , J.E. , Hoist , U. and Ruppert , D. 1988 . Recursive M estimators of location and scale for dependent sequences . Scand. J. Statist. , 15 : 147 – 159 .
- Englund , J-E. 1988 . Multivariate recursive M estimators of location and scatter for dependent sequences . Univ. of Lund. Stat. , 5 Research Report
- Fabian , V. 1968 . On asymptotic normality in stochastic approximation . Ann. Math. Statist. , 39 : 1327 – 1332 .
- Hampel , F.R. , Ronchetti , E.M. , Rousseeuw , P.J. and Stahel , W.A. 1986 . Robust statistics the approach based on influence functions , Wiley .
- Huber , P. 1981 . Robust statistics , Wiley .
- Martin , R.D. and Masreliez , C.J. 1975 . Robust estimation via stochastic approximation . IEEE Trans. Inform. Theory , 21 : 263 – 271 .
- Mc Leish , D.L. 1975 . A maximal inequality and dependent strpng laws . Ann. Probab. , 3 : 829 – 839 .
- Rubinstein , R.Y. 1986 . “ Monte Carlo optimization simulation and sensitivity of queueing networks ” . Wiley
- Ruppert , D. 1983 . “ Convergence of stochastic approximation algorithms with non-additive dependent disturbances and applications ” . In Lecture Notes in Statistics , Vol. 20 , 182 – 190 . Springer Verlag . Mathematical Learning Models Theory and Algorithms
- Venter , J.H. 1967 . An extension of the Robbins Monro procedure . Ann. Math. Statist. , 38 : 181 – 190 .