Abstract
It is shown that the Kiefer-Wolfowitz procedure for estimating the maximum of a regression surface converges almost surely to the maximum if this is the only stationary point of the surface and some other conditions are satisfied. The result is in a sense stronger than those existing presently.
Citation
J. H. Venter. "On Convergence of the Kiefer-Wolfowitz Approximation Procedure." Ann. Math. Statist. 38 (4) 1031 - 1036, August, 1967. https://doi.org/10.1214/aoms/1177698771
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