Asymptotic Properties of the Deviation Between Order Statistics and p-Quantile

DOI10.1080/03610920903350523zbMath1208.62082OpenAlexW2023532423MaRDI QIDQ3083756

Yu Miao, Ying-Xia Chen, Shou-Fang Xu

Publication date: 23 March 2011

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920903350523

zbMATH Keywords

large deviationmoderate deviationBahadur's asymptotic efficiency\(p\)-quantile

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30) Large deviations (60F10)

Related Items (6)

MODERATE DEVIATION PRINCIPLE OF SAMPLE QUANTILES AND ORDER STATISTICS ⋮ Moderate and large deviations for the smoothed estimate of sample quantiles ⋮ Large and moderate deviation principles for the bootstrap sample quantile ⋮ Sharp moderate and large deviations for sample quantiles ⋮ On median and quartile sets of ordered random variables ⋮ Almost sure central limit theorem of sample quantiles

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