Algorithm 727
| swMATH ID: | 4694 |
| Software Authors: | Hashem, Sherif; Schmeiser, Bruce |
| Description: | An efficient algorithm for estimating the qth quantile of a set of n data points is introduced. The standard error of the quantile estimate is estimated using overlapping batch statistics. A driver program is included. |
| Homepage: | http://dl.acm.org/citation.cfm?id=174603.174412 |
| Programming Languages: | C |
| Keywords: | quantile estimation; algorithm; overlapping batch statistics |
| Related Software: | |
| Cited in: | 2 Documents |
Standard Articles
| 1 Publication describing the Software, including 1 Publication in zbMATH | Year |
|---|---|
|
Algorithm 727: Quantile estimation using overlapping batch statistics. Zbl 0888.65149 Hashem, S.; Schmeiser, B. |
1994
|
Cited by 3 Authors
| 2 | Schmeiser, Bruce Wayne |
| 1 | Chen, Huifen |
| 1 | Hashem, Sherif R. |
Cited in 2 Serials
| 1 | ACM Transactions on Mathematical Software |
| 1 | Journal of Statistical Computation and Simulation |
Cited in 2 Fields
| 2 | Statistics (62-XX) |
| 2 | Numerical analysis (65-XX) |
