Recursive Estimation of Conditional Spatial Medians and Conditional Quantiles

DOI10.1080/07474946.2014.961856MaRDI QIDQ2934413zbMATH OpenOpenAlexFDO

Authors E. Belitser, Paulo Serra

Publication date 12 December 2014

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://research.tue.nl/nl/publications/recursive-estimation-of-conditional-spatial-medians-and-conditional-quantiles(774a5f1a-aed7-414a-a76b-11871155e847).html

zbMATH Keywords

recursive algorithmsequential estimationconvergence rateconditional spatial medianhalf-space symmetric distributions

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Sequential estimation (62L12) Stochastic approximation (62L20)

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Cites work

• A Stochastic Approximation Method
• Breakdown properties of location estimates based on halfspace depth and projected outlyingness
• General notions of statistical depth function.
• On properties of the algorithm for pursuing a drifting quantile

Cited in

(6)

• Conditional quantile sequential estimation for stochastic codes
• Recursive tracking algorithm for a predictable time-varying parameter of a time series
• The Effect of Spatial Structure on p-Median Results
• Bootstrapping Spatial Median for Location Problems
• On Adaptive Transformation–Retransformation Estimate of Conditional Spatial Median
• Recursive estimation of the conditional geometric median in Hilbert spaces

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