Sequential estimation of quantiles from delayed observations

DOI10.1080/03610926.2021.1942048MaRDI QIDQ6103272zbMATH OpenOpenAlexFDO

Authors Agnieszka Stȩpień-Baran

Publication date 26 June 2023

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1080/03610926.2021.1942048

zbMATH Keywords

invariant loss functionmedianminimum risk invariant estimatoroptimal stopping timequantilessequential procedure

Mathematics Subject Classification ID

Point estimation (62F10) Sequential estimation (62L12) Optimal stopping in statistics (62L15)

Cites work

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• Noninformative nonparametric quantile estimation for simple random samples
• Nonparametric Sequential Bayes Estimation of the Distribution Function
• On stochastic orders of absolute value of order statistics in symmetric distributions
• Sequential Estimation of a Continuous Distribution Function from Delayed Observations
• Sequential estimation of a location parameter from delayed observations

Cited in

(4)

• Sequential Estimation of a Continuous Distribution Function from Delayed Observations
• Sequential estimation of powers of a scale parameter from delayed observations
• Sequest: A Sequential Procedure for Estimating Quantiles in Steady-State Simulations
• Sequential estimation of a location parameter from delayed observations

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