Geodesic
Recursive estimates of quantile based on 0-1 observations
Applications of Mathematics, Tome 37 (1992) no. 3, pp. 173-192.

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The objective of this paper is to introduce some recursive methods that can be used for estimating an $LD-50$ value. These methods can be used more generally for the estimation of the $\gamma$-quantile of an unknown distribution provided we have 0-1 observations at our disposal. Standard methods based on the Robbins-Monro procedure are introduced together with different approaches of Wu or Mukerjee. Several examples are also mentioned in order to demonstrate the usefulness of the methods presented.
DOI : 10.21136/AM.1992.104502
Classification : 62G05, 62L20, 62P10
Keywords: nonparametric methods; isotonic regression; quantile; recursive methods; $LD-50$ value; 0-1 observations; Robbins-Monro procedure; examples; stochastic approximation 
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Charamza, Pavel. Recursive estimates of quantile based on 0-1 observations. Applications of Mathematics, Tome 37 (1992) no. 3, pp. 173-192. doi : 10.21136/AM.1992.104502. http://geodesic.mathdoc.fr/articles/10.21136/AM.1992.104502/

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