Quantile estimation: A minimalist approach

Proceedings - Winter Simulation Conference

Volumn , Issue , 2006, Pages 2140-2145

  Bakshi, Yury ^a   Hoeflin, David A ^a  

^a AT AND T LABS RESEARCH   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

BOOLEAN FUNCTIONS; ESTIMATION; FUNCTION EVALUATION; MATHEMATICAL TRANSFORMATIONS; MAXIMUM LIKELIHOOD ESTIMATION; RISK ASSESSMENT; STANDARDS; STATISTICAL METHODS; STATISTICS; TELECOMMUNICATION NETWORKS;

(ALGORITHMIC) COMPLEXITY; DATA ANALYSIS; DELAY MANAGEMENT; LARGE DATA; OFF-LINE ANALYSIS; P RIOR WORK; PROBABILITY DENSITIES; QUANTILE ESTIMATION; STANDARD DEVIATION (STD); STATISTICAL DATA;

PROBABILITY DENSITY FUNCTION;

EID: 46149117535     PISSN: 08917736     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/WSC.2006.323014     Document Type: Conference Paper

References (7)

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3. Chen, J.E. 2002. Two-Phase Quantile Estimation. Proceedings of the 2002 Winter Simulation Conference, 447-455. Piscataway, New Jersey: Institute of Electrical and Electronics Engineers.
4. Greenwald, M., and S. Khanna, S. 2001. Space-Efficient Online Computation of Quantile Summaries. Proceedings of the ACM SIGMOD Conference, 47-57.
5. Lee, J.R., D. McNickle, and K. Pawlikowski. 1998. Sequential Estimation of Quantiles. Technical Report TR-COSC 05/98. Department of Computer Science, University of Canterbury, Christchurch, New Zealand.
6. Manku, G.S., S. Rajagopalan, and B. G. Lindsay. 1998. Approximate Medians and other Quantiles in One Pass and with Limited Memory. In Proceedings of the ACM International Conference on Management of Data, 426-435.
7. Tierney, L. 1983. A space-efficient recursive procedure for estimating a quantile of an unknown distribution. SIAM Journal on Scientific and Statistical Computing. Vol. 4, Issue 4, 706-711.