%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