Recursive estimation of conditional spatial medians and conditional quantiles

E.N. Belitser, P. Serra

Research output: Contribution to JournalArticleAcademicpeer-review

Abstract

We consider the problem of constructing an on-line (recursive) algorithm for tracking a conditional spatial median, a center of a multivariate distribution. In the one-dimensional case we also track conditional quantiles of arbitrary level. We establish a nonasymptotic upper bound for the L
Original languageEnglish
Pages (from-to)519-538
JournalSequential Analysis
Volume33
DOIs
Publication statusPublished - 2014

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