Sequential estimation of quantiles from delayed observations

DOI10.1080/03610926.2021.1942048OpenAlexW3177226408MaRDI QIDQ6103272

Agnieszka Stȩpień-Baran

Publication date: 26 June 2023

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

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

zbMATH Keywords

medianquantilesoptimal stopping timesequential procedureinvariant loss functionminimum risk invariant estimator

Mathematics Subject Classification ID

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

Cites Work

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• Estimating a mean from delayed observations
• Nonparametric Sequential Bayes Estimation of the Distribution Function