On properties of the algorithm for pursuing a drifting quantile

DOI10.1134/S000511791304005XzbMath1275.93068OpenAlexW2125765134MaRDI QIDQ384242

Eduard Belitser, Paulo Serra

Publication date: 27 November 2013

Published in: Automation and Remote Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s000511791304005x

zbMATH Keywords

degree (rate) of convergence of the algorithmquantile drift functiontime-varying (``drifting) quantile

Mathematics Subject Classification ID

Related Items

Recursive Estimation of Conditional Spatial Medians and Conditional Quantiles

Cites Work

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• Minimax filtering of the path of a dynamic system that depends on a nonparametric signal
• Adaptive estimation algorithms (convergence, optimality, stability)
• A Stochastic Approximation Method

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