Limit behaviors of the deviation between the sample quantiles and the quantile | Zendy

Shoufang Xu | Zendy; Yu Miao | Zendy

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Limit behaviors of the deviation between the sample quantiles and the quantile

Author(s) -

Shoufang Xu,

Yu Miao

Publication year - 2011

Publication title -

filomat

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.449

H-Index - 34

eISSN - 2406-0933

pISSN - 0354-5180

DOI - 10.2298/fil1102197x

Subject(s) - quantile , mathematics , independent and identically distributed random variables , statistics , limit (mathematics) , standard deviation , large deviations theory , sample mean and sample covariance , sample (material) , sampling (signal processing) , sequence (biology) , econometrics , random variable , mathematical analysis , estimator , chromatography , chemistry , filter (signal processing) , biology , computer science , computer vision , genetics

In this article, we discuss the limit behaviors for the deviation between the sample p-quantile ξˆnp and the p-quantile ξp by sampling from a sequence of independent and identically distributed samples of size n. The moderate deviation, large deviation and Bahadur asymptotic efficiency for (ξˆpn−ξp) are established under some weak conditions.

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