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MODERATE DEVIATION PRINCIPLE OF SAMPLE QUANTILES AND ORDER STATISTICS

Published online by Cambridge University Press:  23 November 2017

Yi Wu ,
Xuejun Wang  and
Shuhe Hu
Yi Wu
Affiliation:
School of Mathematical Sciences, Anhui University, Hefei 230601, People's Republic of China E-mail: wxjahdx@126.com
Xuejun Wang
Affiliation:
School of Mathematical Sciences, Anhui University, Hefei 230601, People's Republic of China E-mail: wxjahdx@126.com
Shuhe Hu
Affiliation:
School of Mathematical Sciences, Anhui University, Hefei 230601, People's Republic of China E-mail: wxjahdx@126.com
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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

moderate deviationorder statisticsp-quantilesample quantilesstationary m-dependent random variables
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 

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