Optimization of the quantile function on the basis of kernel estimates

  • Authors:

  • A. I. Kibzun;E. L. Matveev

  • Affiliations:

  • Moscow State Aviation Institute, Technical University, Moscow, Russia;Moscow State Aviation Institute, Technical University, Moscow, Russia

  • Venue:
  • Automation and Remote Control
  • Year:
  • 2007

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Abstract

Procedures for construction of the kernel estimates of the quantile function were considered, a stochastic quasigradient algorithm based on the kernel estimates was proposed, and an example corroborating its efficiency was presented.