Gorr, Wilpen L.; Hsu, Cheng - In: Management Science 31 (1985) 8, pp. 1019-1029
Applications of reliability theory and some forms of chance-constrained programming need real-time, nonstationary estimates of regression quantiles to trigger preventive actions, thereby avoiding undesirable system states. We have designed the Quantile Estimation Procedure (QEP) for this...