Efficient Robbins–Monro procedure for multivariate binary data
This paper considers the problem of jointly estimating marginal quantiles of a multivariate distribution. A sufficient condition for an estimator that converges in probability under a multivariate version of Robbins–Monro procedure is provided. We propose an efficient procedure which incorporates th...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Taylor & Francis Group
2018-07-01
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| Series: | Statistical Theory and Related Fields |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1080/24754269.2018.1507384 |