Sharp moderate and large deviations for sample quantiles

Xiequan Fan

Statistics & Probability Letters, 2024, vol. 205, issue C

Abstract: In this article, we discuss the sharp moderate and large deviations between the quantiles of population and the quantiles of samples. Cramér 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 (2011).

Keywords: Sample quantiles; Cramér moderate deviations; Large deviation; Sharp large deviations (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1016/j.spl.2023.109951

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