Recursive estimation of quantitles using recursive kernel density estimators

DOI10.1080/07474948708836128zbMath0626.62083OpenAlexW2075402023MaRDI QIDQ3030063

Ulla Holst

Publication date: 1987

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474948708836128

zbMATH Keywords

kernel density estimatorsadaptive stochastic approximationRecursive estimation of quantilesstationary and strongly regular processsufficient conditions for almost sure convergence

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Stochastic approximation (62L20) Sequential estimation (62L12)

Related Items

Nonparametric recursive quantile estimation ⋮ A smoothing stochastic algorithm for quantile estimation ⋮ Recursive M-estimators of location ⋮ Recursive U-quantiles ⋮ Asymptotically efficient recursive estimation for incomplete data models using the observed information.

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