@article{JMLR:v24:22-0021,
  author  = {Likai Chen and Georg Keilbar and Wei Biao Wu},
  title   = {Recursive Quantile Estimation: Non-Asymptotic Confidence Bounds},
  journal = {Journal of Machine Learning Research},
  year    = {2023},
  volume  = {24},
  number  = {91},
  pages   = {1--25},
  url     = {http://jmlr.org/papers/v24/22-0021.html}
}