Sharp moderate and large deviations for sample quantiles

DOI10.1016/j.spl.2023.109951arXiv2306.15980OpenAlexW4388005276MaRDI QIDQ6192367

Xiequan Fan

Publication date: 12 February 2024

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2306.15980

zbMATH Keywords

large deviationsample quantilessharp large deviationsCramér moderate deviations

Mathematics Subject Classification ID

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

Cites Work

• Unnamed Item
• Unnamed Item
• Sharp large deviation results for sums of independent random variables
• On the accuracy of the normal approximation for quantiles
• Self-normalized Cramér type moderate deviations for stationary sequences and applications
• Asymptotic Properties of the Deviation Between Order Statistics and p-Quantile
• On Deviations of the Sample Mean
• Approximation Theorems of Mathematical Statistics
• Sharp large deviations in nonparametric estimation
• Cramér type moderate deviations for random fields
• Limit behaviors of the deviation between the sample quantiles and the quantile
• A Note on Quantiles in Large Samples
• Cramér moderate deviations for the elephant random walk

This page was built for publication: Sharp moderate and large deviations for sample quantiles