Recursive U-quantiles

DOI10.1080/07474949708836376MaRDI QIDQ4351756zbMATH OpenOpenAlexFDO

Authors Ola G. Hössjer

Publication date 25 January 1999

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474949708836376

zbMATH Keywords

asymptotic normalityincomplete designson-line estimatorrecursive designsU-statistics

Mathematics Subject Classification ID

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

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Cites work

• A maximal inequality and dependent strong laws
• Alternatives to the Median Absolute Deviation
• An Extension of the Robbins-Monro Procedure
• Estimates of Location Based on Rank Tests
• Estimates of the Regression Coefficient Based on Kendall's Tau
• Generalized L-, M-, and R-statistics
• Generalized order statistics, Bahadur representations, and sequential nonparametric fixed-width confidence intervals
• scientific article; zbMATH DE number 3055230 (Why is no real title available?)
• On Dvoretzky's Stochastic Approximation Theorem
• On the invariance principle for nonstationary mixingales
• Recursive estimation of quantitles using recursive kernel density estimators
• Reduced U-statistics and the Hodges-Lehmann estimator

Cited in

(2)

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