Abstract

The problem of sequentially estimating quantiles is considered in the case when the observations become available at random times. Certain class of sequential estimation procedures which are composed of optimal stopping time and sequential minimum risk invariant estimator of a median is obtained under a invariant loss function and with the observation cost determined by a convex function of the moment of stopping and the number of observations up to this moment.

中文翻译：

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从延迟观察中分位数的顺序估计

摘要

当观察值在随机时间可用时，会考虑顺序估计分位数的问题。某类序贯估计程序由最优停止时间和中位数的序贯最小风险不变估计组成，在不变损失函数下获得，观察成本由停止时刻和观察次数的凸函数确定到这一刻。