Limit behaviors of the deviation between the sample quantiles and the quantile
Limit behaviors of the deviation between the sample quantiles and the quantile
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DOI：
10.2298/fil1102197x
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发表时间：
2011
期刊：
影响因子：
0.8
通讯作者：
Shoufang Xu;Y. Miao
中科院分区：
文献类型：
--
作者：
Shoufang Xu;Y. Miao
在这篇文章中，我们讨论了样本p-分位数ε_p_p和p-分位数ε_p之间的偏差的极限行为，通过从一个大小为n的独立同分布样本序列中抽样。在较弱的条件下，得到了（？？
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.