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Nonparametric recursive quantile estimation |
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| Affiliation: | 1. Universität Paderborn, Warburger Straße 100, Paderborn 33098, Germany;2. Ruhr-Universität Bochum, Universitätsstraße 150, Bochum 44801, Germany |
| Abstract: | |
| Keywords: | Nonparametric quantile estimation Importance sampling Rate of convergence Robbins–Monro procedure |
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