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Keywords:
nonparametric methods; isotonic regression; quantile; recursive methods; $LD-50$ value; 0-1 observations; Robbins-Monro procedure; examples; stochastic approximation
nonparametric methods; isotonic regression; quantile; recursive methods; $LD-50$ value; 0-1 observations; Robbins-Monro procedure; examples; stochastic approximation
Summary:
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.
References:
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