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Sequential estimation of quantiles from delayed observations

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dc.abstract.enThe problem of sequentially estimating quantiles is considered in the case when the observations become available at random times. Certain class of sequential estimation procedures which are composed of optimal stopping time and sequential minimum risk invariant estimator of a median is obtained under a invariant loss function and with the observation cost determined by a convex function of the moment of stopping and the number of observations up to this moment.
dc.affiliationUniwersytet Warszawski
dc.contributor.authorStępień-Baran, Agnieszka
dc.date.accessioned2024-01-26T07:34:13Z
dc.date.available2024-01-26T07:34:13Z
dc.date.issued2021
dc.description.financePublikacja bezkosztowa
dc.identifier.doi10.1080/03610926.2021.1942048
dc.identifier.issn0361-0926
dc.identifier.urihttps://repozytorium.uw.edu.pl//handle/item/119653
dc.identifier.weblinkhttps://www.tandfonline.com/doi/pdf/10.1080/03610926.2021.1942048
dc.languageeng
dc.pbn.affiliationmathemathics
dc.relation.ispartofCommunications in Statistics - Theory and Methods
dc.relation.pages1-8
dc.rightsClosedAccess
dc.sciencecloudnosend
dc.subject.enquantiles
dc.subject.enmedian
dc.subject.eninvariant loss function
dc.subject.enminimum risk invariant estimator
dc.subject.enoptimal stopping time
dc.subject.ensequential procedure
dc.titleSequential estimation of quantiles from delayed observations
dc.typeJournalArticle
dspace.entity.typePublication