A Space-Efficient Recursive Procedure for Estimating a Quantile of an Unknown Distribution
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Publication:3036670
DOI10.1137/0904048zbMath0524.65099WikidataQ61688121 ScholiaQ61688121MaRDI QIDQ3036670
Publication date: 1983
Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0904048
stochastic approximation; simulation results; asymptotic variance; quantile estimation; recursive estimation
62H12: Estimation in multivariate analysis
62G05: Nonparametric estimation
65C99: Probabilistic methods, stochastic differential equations
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