%0 Journal Article
	%A Valeriy Naumov and  Olli Martikainen
	%D 2007
	%J International Journal of Mathematical and Computational Sciences
	%B World Academy of Science, Engineering and Technology
	%I Open Science Index 8, 2007
	%T Exponentially Weighted Simultaneous Estimation of Several Quantiles
	%U https://publications.waset.org/pdf/11342
	%V 8
	%X 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.
	%P 355 - 360