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Uniform moderate deviation of sample quantiles and order statistics

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In this article, we establish the F p-uniform moderate devia- tion principles of the sample quantiles and order statistics for a sequence of independent and identically distributed samples.

Abstract

In this article, we establish the F p-uniform moderate devia- tion principles of the sample quantiles and order statistics for a sequence of independent and identically distributed samples.

참고문헌 (8)

  1. R. R. Bahadur, "A note on quantiles in large samples", Ann. Math. Statist, 37, pp.577~580 (1966)
  2. H. A. David, "Order Statistics" (1981), Wiley
  3. A. Dembo, "Large Deviations Techniques and Applications" (1998), Springer
  4. Y. Miao, "Asymptotic properties of the deviation between order statistics and p-quantile", Comm. Statist. Theory Methods, 40(1), pp.8~14 (2011)
  5. Y. Miao, "Almost sure central limit theorem of sample quantiles", Adv. Decis. Sci, 2012, pp.7~ (2012)
  6. R. J. Serfling, "Approximation Theorems of Mathematical Statistics" (1980), John Wiley & Sons, Inc
  7. S. F. Xu, "Limit behaviors of the deviation between the sample quantiles and the quantile", Filomat, 25(2), pp.197~206 (2011)
  8. R. Zielinski, "Uniform strong consistency of sample quantiles", Statist. Probab. Lett, 37(2), pp.115~119 (1998)

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