Nonparametric recursive quantile estimation (Q395976)
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scientific article; zbMATH DE number 6327897
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric recursive quantile estimation |
scientific article; zbMATH DE number 6327897 |
Statements
Nonparametric recursive quantile estimation (English)
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8 August 2014
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nonparametric quantile estimation
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importance sampling
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rate of convergence
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Robbins-Monro procedure
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