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Optimization of the quantile function on the basis of kernel estimates

  • Stochastic Systems
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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.

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Authors and Affiliations

  1. Moscow State Aviation Institute, Technical University, Moscow, Russia

    A. I. Kibzun & E. L. Matveev

Authors
  1. A. I. Kibzun
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  2. E. L. Matveev
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Additional information

Original Russian Text © A.I. Kibzun, E.L. Matveev, 2007, published in Avtomatika i Telemekhanika, 2007, No. 1, pp. 68–81.

This work was supported by the Russian Foundation for Basic Research, projects nos. 04-01-00758, 05-08-17963.

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Kibzun, A.I., Matveev, E.L. Optimization of the quantile function on the basis of kernel estimates. Autom Remote Control 68, 64–74 (2007). https://doi.org/10.1134/S0005117907010067

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  • DOI: https://doi.org/10.1134/S0005117907010067

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