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Almost sure convergence and in quadratic mean of the gradient stochastic process for the sequential estimation of a conditional expectation
Stochastic approximation Conditional expectation
2010/9/10
In this work, we present results of Almost Sure Convergence and in Quadratic Mean of the gradient stochastic process for the sequential estimation of a conditional expectation.
This work is motived b...
ALMOST SURE CONVERGENCE OF THE STABLE TAIL EMPIRICAL DEPENDENCE FUNCTION IN MULTIVARIATE EXTREME STATISTICS
Multivariate extreme value s
2007/12/11
In this paper we prove the almost sure convergence of the stable tail empirical dependence function for multivariate extreme values.