Calculating quantiles of noisy distribution functions using local linear regressions

DOI10.1007/S00180-017-0736-0zbMath1417.65030OpenAlexW2618630019MaRDI QIDQ1695539

Björn Bornkamp

Publication date: 7 February 2018

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-017-0736-0

zbMATH Keywords

mvtnormstochastic approximationRobbins-Monro procedureroot-findingmultivariate \(t\) distribution

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Stochastic approximation (62L20)

Uses Software

• mvtnorm
• multcomp
• BRENT
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Cites Work

• Stochastic approximation and modern model-based designs for dose-finding clinical trials
• Computation of multivariate normal and \(t\) probabilities
• Accelerated Stochastic Approximation
• Acceleration of Stochastic Approximation by Averaging
• Local Regression and Likelihood
• Introduction to Stochastic Search and Optimization
• A Stochastic Approximation Method
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