Sharp moderate and large deviations for sample quantiles

DOI10.1016/J.SPL.2023.109951MaRDI QIDQ6192367zbMATH OpenOpenAlexFDO

Authors 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

Cramér moderate deviationslarge deviationsample quantilessharp large deviations

Mathematics Subject Classification ID

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

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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Cites work

• A Note on Quantiles in Large Samples
• Approximation Theorems of Mathematical Statistics
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• Cramér type moderate deviations for random fields
• scientific article; zbMATH DE number 3504209 (Why is no real title available?)
• scientific article; zbMATH DE number 1158743 (Why is no real title available?)
• Limit behaviors of the deviation between the sample quantiles and the quantile
• On Deviations of the Sample Mean
• On the accuracy of the normal approximation for quantiles
• Self-normalized Cramér type moderate deviations for stationary sequences and applications
• Sharp large deviation results for sums of independent random variables
• Sharp large deviations in nonparametric estimation

Cited in

(1)

• Cramér moderate deviation and sharp large deviation for bootstrap sample quantiles

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