Recursive estimation of conditional spatial medians and conditional quantiles

E.N. Belitser; P. Serra

doi:10.1080/07474946.2014.961856

Recursive estimation of conditional spatial medians and conditional quantiles

E.N. Belitser, P. Serra

Mathematics

Research output: Contribution to Journal › Article › Academic › peer-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 language	English
Pages (from-to)	519-538
Journal	Sequential Analysis
Volume	33
DOIs	https://doi.org/10.1080/07474946.2014.961856
Publication status	Published - 2014

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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",

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EP - 538

JO - Sequential Analysis

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Recursive estimation of conditional spatial medians and conditional quantiles

Abstract

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