Tierney, Luke A space-efficient recursive procedure for estimating a quantile of an unknown distribution. (English) Zbl 0524.65099 SIAM J. Sci. Stat. Comput. 4, 706-711 (1983). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 9 Documents MSC: 65C99 Probabilistic methods, stochastic differential equations 62G05 Nonparametric estimation 62H12 Estimation in multivariate analysis Keywords:asymptotic variance; simulation results; quantile estimation; recursive estimation; stochastic approximation PDF BibTeX XML Cite \textit{L. Tierney}, SIAM J. Sci. Stat. Comput. 4, 706--711 (1983; Zbl 0524.65099) Full Text: DOI