Recursive estimation of quantiles using recursive density estimators

Ulla Holst

doi:10.1080/07474948708836128

Recursive estimation of quantiles using recursive density estimators

Mathematical Statistics

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	219-237
Journal	Sequential Analysis
Volume	6
Issue number	3
DOIs	https://doi.org/10.1080/07474948708836128
Publication status	Published - 1987

Subject classification (UKÄ)

Probability Theory and Statistics

Free keywords

kernel density estimators
Adaptive stochastic approximation
strong regularity
recursive estimation of quantiles

Access to Document

10.1080/07474948708836128

Cite this

@article{0c9772b1aea944f99d6e662d2c8710e6,

title = "Recursive estimation of quantiles using recursive density estimators",

keywords = "kernel density estimators, Adaptive stochastic approximation, strong regularity, recursive estimation of quantiles",

author = "Ulla Holst",

year = "1987",

doi = "10.1080/07474948708836128",

language = "English",

volume = "6",

pages = "219--237",

journal = "Sequential Analysis",

issn = "0747-4946",

publisher = "Taylor \& Francis",

number = "3",

}

TY - JOUR

T1 - Recursive estimation of quantiles using recursive density estimators

AU - Holst, Ulla

PY - 1987

Y1 - 1987

KW - kernel density estimators

KW - Adaptive stochastic approximation

KW - strong regularity

KW - recursive estimation of quantiles

UR - https://www.scopus.com/pages/publications/0039849540

U2 - 10.1080/07474948708836128

DO - 10.1080/07474948708836128

M3 - Article

SN - 0747-4946

VL - 6

SP - 219

EP - 237

JO - Sequential Analysis

JF - Sequential Analysis

IS - 3

ER -

Recursive estimation of quantiles using recursive density estimators

Subject classification (UKÄ)

Free keywords

Access to Document

Other files and links

Cite this