Sharp moderate and large deviations for sample quantiles
Statistics Theory
2023-10-03 v1 Statistics Theory
Abstract
In this article, we discuss the sharp moderate and large deviations between the quantiles of population and the quantiles of samples. Cram\'{e}r type moderate deviations and Bahadur-Rao type large deviations are established with some mild conditions. The results refine the moderate and large deviation principles of Xu and Miao [Filomat 2011; 25(2): 197-206].
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Cite
@article{arxiv.2306.15980,
title = {Sharp moderate and large deviations for sample quantiles},
author = {Xiequan Fan},
journal= {arXiv preprint arXiv:2306.15980},
year = {2023}
}
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10 pages