Sequential quantiles via Hermite series density estimation

DOI10.1214/17-ejs1245zbMath1392.62243arXiv1507.05073MaRDI QIDQ89436

Michael Stephanou, Melvin Varughese, Iain Macdonald, Michael Stephanou, Melvin M. Varughese, Iain L. MacDonald

Publication date: 1 January 2017

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1507.05073

zbMATH Keywords

online distribution function estimationonline quantile estimationsequential distribution function estimationsequential quantile estimation

Mathematics Subject Classification ID

Sequential estimation (62L12)

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Smooth distribution function estimation for lifetime distributions using Szasz-Mirakyan operators ⋮ Sequential estimation of quantiles with applications to A/B testing and best-arm identification ⋮ On the use of \(L\)-functionals in regression models ⋮ Nonparametric sequential estimation of the cumulative function by orthogonal series and application in reliability ⋮ Sequential estimation of Spearman rank correlation using Hermite series estimators ⋮ On the properties of Hermite series based distribution function estimators ⋮ hermiter

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