Asymptotic Properties of the Deviation Between Order Statistics and p-Quantile

Asymptotic Properties of the Deviation Between Order Statistics and p-Quantile
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DOI：
10.1080/03610920903350523
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发表时间：
2010-09
期刊：
Communications in Statistics - Theory and Methods
影响因子：
--
通讯作者：
Y. Miao;Ying-Xia Chen;Shoufang Xu
Y. Miao;Ying-Xia Chen;Shoufang Xu
中科院分区：
其他
文献类型：
--
作者：
Y. Miao;Ying-Xia Chen;Shoufang Xu

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讨论了大小为n的独立同分布样本的顺序统计量与p分位数偏差的渐近性质，在较弱的条件下，得到了偏差X(K)−ξp的大、中偏差原理和Bahadur渐近有效性.
We discuss the asymptotic properties of the deviation between order statistics and p-quantile of an independently and identically distributed sample of size n. The large and moderate deviation principle and Bahadur's asymptotic efficiency of the deviation X (k) − ξ p are obtained under some weak conditions.