An algorithm of quantile estimation of an unknown parameter. (English. Russian original) Zbl 0925.93881
J. Comput. Syst. Sci. Int. 35, No. 2, 240-244 (1996); translation from Izv. Akad. Nauk, Teor. Sist. Upr. 1996, No. 2, 76-80 (1996).
Summary: A new algorithm of approximate quantile estimation of an unknown vector is proposed. Results of numerical modeling are presented. Comparison of the algorithm proposed with the well-known algorithm of approximate quantile estimation is carried out.
MSC:
| 93E10 | Estimation and detection in stochastic control theory |
