Conditional quantile sequential estimation for stochastic codes

DOI10.1007/s42519-019-0053-8zbMath1425.62119arXiv1508.06505OpenAlexW2969758463MaRDI QIDQ2321791

Fabrice Gamboa, Aurélien Garivier, Tatiana Labopin-Richard, Jérôme Stenger

Publication date: 23 August 2019

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1508.06505

zbMATH Keywords

conditional quantile\(k\)-nearest neighbors methodRobbins-Monro stochastic algorithmstochastic code

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Statistics of extreme values; tail inference (62G32) Stochastic approximation (62L20) Sequential estimation (62L12)

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