Articles with "conditional quantile" as a keyword



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Conditional Quantile Sequential Estimation for Stochastic Codes

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Published in 2019 at "Journal of Statistical Theory and Practice"

DOI: 10.1007/s42519-019-0053-8

Abstract: We propose and analyze an algorithm for the sequential estimation of a conditional quantile in the context of real stochastic codes with vectorvalued inputs. Our algorithm is based on k-nearest neighbors smoothing within a Robbins-Monro… read more here.

Keywords: conditional quantile; quantile sequential; sequential estimation; stochastic codes ... See more keywords