Algorithm 727: Quantile estimation using overlapping batch statistics

DOI10.1145/174603.174412MaRDI QIDQ4371572zbMATH OpenOpenAlexWikidataFDO

Authors Sherif R. Hashem, Bruce W. Schmeiser

Publication date 25 January 1998

Published in ACM Transactions on Mathematical Software (Search for Journal in Brave)

Full work available at URL http://www.acm.org/pubs/contents/journals/toms/1994-20/

zbMATH Keywords

algorithmoverlapping batch statisticsquantile estimation

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Probabilistic methods, stochastic differential equations (65C99)

Recommendations

• An algorithm of quantile estimation of an unknown parameter
• A smoothing stochastic algorithm for quantile estimation
• An algorithm of nonparametric quantile regression
• On approximate computation of the quantile criterion
• Quantile estimation via distribution fitting
• Quantile estimation under successive sampling
• Iterative algorithm for non parametric estimation of the instrumental variables quantiles
• scientific article; zbMATH DE number 3919595
• Optimise importance sampling quantile estimation

Cited in

(5)

• An algorithm of quantile estimation of an unknown parameter
• Algorithm 727
• Low-storage quantile estimation
• Algorithm for error-free determination of the variance of all contiguous subsequences and fixed-length contiguous subsequences for a sequence of industrial measurement data
• Monte carlo estimation for guaranteed-coverage non-normal tolerance intervals

This page was built for publication: Algorithm 727: Quantile estimation using overlapping batch statistics

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4371572)