A smoothing stochastic algorithm for quantile estimation
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Publication:395982
DOI10.1016/J.SPL.2014.06.016zbMath1463.62246OpenAlexW2025185310MaRDI QIDQ395982
Publication date: 8 August 2014
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://orbi.uliege.be/handle/2268/247677
asymptotic normalitystochastic approximationquantile estimationnonparametric estimationalmost-sure convergence
Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Nonparametric estimation (62G05) Monte Carlo methods (65C05) Stochastic approximation (62L20) Sequential estimation (62L12)
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