@article{(Open Science Index):https://publications.waset.org/pdf/11342, title = {Exponentially Weighted Simultaneous Estimation of Several Quantiles}, author = {Valeriy Naumov and Olli Martikainen}, country = {}, institution = {}, abstract = {In this paper we propose new method for simultaneous generating multiple quantiles corresponding to given probability levels from data streams and massive data sets. This method provides a basis for development of single-pass low-storage quantile estimation algorithms, which differ in complexity, storage requirement and accuracy. We demonstrate that such algorithms may perform well even for heavy-tailed data.}, journal = {International Journal of Mathematical and Computational Sciences}, volume = {1}, number = {8}, year = {2007}, pages = {355 - 360}, ee = {https://publications.waset.org/pdf/11342}, url = {https://publications.waset.org/vol/8}, bibsource = {https://publications.waset.org/}, issn = {eISSN: 1307-6892}, publisher = {World Academy of Science, Engineering and Technology}, index = {Open Science Index 8, 2007}, }