Nonparametric recursive quantile estimation
Year of publication: |
2014
|
---|---|
Authors: | Kohler, Michael ; Krzyżak, Adam ; Walk, Harro |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 93.2014, C, p. 102-107
|
Publisher: |
Elsevier |
Subject: | Nonparametric quantile estimation | Importance sampling | Rate of convergence | Robbins–Monro procedure |
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