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A smoothing stochastic algorithm for quantile estimation - MaRDI portal

A smoothing stochastic algorithm for quantile estimation (Q395982)

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scientific article; zbMATH DE number 6327899
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English
A smoothing stochastic algorithm for quantile estimation
scientific article; zbMATH DE number 6327899

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    A smoothing stochastic algorithm for quantile estimation (English)
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    8 August 2014
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    quantile estimation
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    stochastic approximation
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    nonparametric estimation
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    almost-sure convergence
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    asymptotic normality
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