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.
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 
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
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