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On the asymptotic distribution of the Robbins-Monro procedure with a nonsmooth regression function. (English. Russian original) Zbl 0474.62079

Theory Probab. Math. Stat. 23, 73-77 (1981); translation from Teor. Veroyatn. Mat. Stat. 23, 69-74 (1980).

MSC:

62L20 Stochastic approximation
62E20 Asymptotic distribution theory in statistics
62J02 General nonlinear regression
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