Bias reduction using stochastic approximation

Leung, Denis Heng-Yan & Wang, You-Gan (1998) Bias reduction using stochastic approximation. Australian and New Zealand Journal of Statistics, 40(1), pp. 43-52.

View at publisher


The paper studies stochastic approximation as a technique for bias reduction. The proposed method does not require approximating the bias explicitly, nor does it rely on having independent identically distributed (i.i.d.) data. The method always removes the leading bias term, under very mild conditions, as long as auxiliary samples from distributions with given parameters are available. Expectation and variance of the bias-corrected estimate are given. Examples in sequential clinical trials (non-i.i.d. case), curved exponential models (i.i.d. case) and length-biased sampling (where the estimates are inconsistent) are used to illustrate the applications of the proposed method and its small sample properties.

Impact and interest:

5 citations in Scopus
Search Google Scholar™
5 citations in Web of Science®

Citation counts are sourced monthly from Scopus and Web of Science® citation databases.

These databases contain citations from different subsets of available publications and different time periods and thus the citation count from each is usually different. Some works are not in either database and no count is displayed. Scopus includes citations from articles published in 1996 onwards, and Web of Science® generally from 1980 onwards.

Citations counts from the Google Scholar™ indexing service can be viewed at the linked Google Scholar™ search.

ID Code: 90619
Item Type: Journal Article
Refereed: Yes
Keywords: bias, bootstrapping, jackknife, length-biased data, Robbins-Monro, procedure, sequential analysis, stochastic approximation, stopping time, sequential-tests, jackknife
DOI: 10.1111/1467-842x.00005
ISSN: 1369-1473
Divisions: Current > Schools > School of Mathematical Sciences
Current > QUT Faculties and Divisions > Science & Engineering Faculty
Deposited On: 23 Nov 2015 03:13
Last Modified: 23 Nov 2015 03:14

Export: EndNote | Dublin Core | BibTeX

Repository Staff Only: item control page