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On properties of the algorithm for pursuing a drifting quantile - MaRDI portal

On properties of the algorithm for pursuing a drifting quantile (Q384242)

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scientific article; zbMATH DE number 6233877
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English
On properties of the algorithm for pursuing a drifting quantile
scientific article; zbMATH DE number 6233877

    Statements

    On properties of the algorithm for pursuing a drifting quantile (English)
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    27 November 2013
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    time-varying (``drifting'') quantile
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    quantile drift function
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    degree (rate) of convergence of the algorithm
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