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MODERATE DEVIATION PRINCIPLE OF SAMPLE QUANTILES AND ORDER STATISTICS
Published online by Cambridge University Press: 23 November 2017
Abstract
In this paper, we mainly study the moderate deviation principle of sample quantiles and order statistics for stationary m-dependent random variables. The results obtained in this paper extend the corresponding ones for an independent and identically distributed sequence to a stationary m-dependent sequence.
Keywords
- Type
- Research Article
- Information
- Probability in the Engineering and Informational Sciences , Volume 32 , Issue 4 , October 2018 , pp. 603 - 614
- Copyright
- Copyright © Cambridge University Press 2017