MODERATE DEVIATION PRINCIPLE OF SAMPLE QUANTILES AND ORDER STATISTICS

DOI10.1017/S0269964817000420MaRDI QIDQ5050860zbMATH OpenOpenAlexFDO

Authors Yi Wu, Shuhe Hu, Xuejun Wang

Publication date 18 November 2022

Published in Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0269964817000420

zbMATH Keywords

\(p\)-quantilemoderate deviationorder statisticssample quantilesstationary \(m\)-dependent random variables

Mathematics Subject Classification ID

Probability theory and stochastic processes (60-XX) Statistics (62-XX)

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Cites work

• A more general central limit theorem for m-dependent random variables with unbounded m
• A Note on Quantiles in Large Samples
• A note on the Bahadur representation of sample quantiles for \(\alpha \)-mixing random variables
• A remark on the Bahadur representation of sample quantiles for negatively associated sequences
• A useful central limit theorem for m-dependent variables
• Approximation Theorems of Mathematical Statistics
• Asymptotic Normality of Sample Quantiles for m-Dependent Processes
• Asymptotic properties of the deviation between order statistics and p-quantile
• Bahadur representation for U-quantiles of dependent data
• Berry-Esséen bound of sample quantiles for -mixing random variables
• Complete convergence for arrays of minimal order statistics
• Conditionally stochastic domination of generalized order statistics from two samples
• Fisher Information in Order Statistics
• scientific article; zbMATH DE number 3881695 (Why is no real title available?)
• scientific article; zbMATH DE number 1158743 (Why is no real title available?)
• scientific article; zbMATH DE number 1995542 (Why is no real title available?)
• scientific article; zbMATH DE number 3359489 (Why is no real title available?)
• Limit behaviors of the deviation between the sample quantiles and the quantile
• On deviations between empirical and quantile processes for mixing random variables
• On the asymptotic Fisher information in order statistics
• On the Bahadur representation of sample quantiles for widely orthant dependent sequences
• Order statistics from non-identical right-truncated Lomax random variables with applications
• The Bahadur representation for sample quantile under NOD sequence
• The Bahadur representation for sample quantiles under negatively associated sequence
• The Bahadur representation for sample quantiles under strongly mixing sequence
• The Berry-Esséen bound of sample quantiles for NA sequence
• The Berry-Esséen type bound of sample quantiles for strong mixing sequence
• The central limit theorem for dependent random variables

Cited in

(1)

• Sharp moderate and large deviations for sample quantiles

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