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Statistical Properties and Control Algorithms of Recursive Quantile Estimators

✍ Scribed by Eva Möller; Gert Grieszbach; Bärbel Schack; Herbert Witte

Publisher
John Wiley and Sons
Year
2000
Tongue
English
Weight
446 KB
Volume
42
Category
Article
ISSN
0323-3847

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✍ Alessandra Giovagnoli; Nicolò Pintacuda 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 97 KB

In this paper a general deÿnition of an up-and-down algorithm for estimating given quantiles of a binary response curve is suggested. Conditions are given for the distribution to which the design converges to be unimodal, for its mode to be 'next' to the quantile speciÿed and for the distribution to