Sherif Hashem, Bruce W. Schmeiser. Algorithm 727; Quantile estimation using overlapping batch statistics. ACM Transactions on Mathematical Software, 20(1):100-102, 1994. [doi]
@article{HashemS94, title = {Algorithm 727; Quantile estimation using overlapping batch statistics}, author = {Sherif Hashem and Bruce W. Schmeiser}, year = {1994}, doi = {10.1145/174603.174412}, url = {http://doi.acm.org/10.1145/174603.174412}, researchr = {https://researchr.org/publication/HashemS94}, cites = {0}, citedby = {0}, journal = {ACM Transactions on Mathematical Software}, volume = {20}, number = {1}, pages = {100-102}, }