MODERATE DEVIATION PRINCIPLE OF SAMPLE QUANTILES AND ORDER STATISTICS
| Autor: | Xuejun Wang, Shuhe Hu, Yi Wu |
|---|---|
| Rok vydání: | 2017 |
| Předmět: |
Statistics and Probability
Independent and identically distributed random variables Sequence 010102 general mathematics Order statistic Sample (statistics) Management Science and Operations Research 01 natural sciences Industrial and Manufacturing Engineering Sample maximum and minimum 010104 statistics & probability Standard error Statistics 0101 mathematics Statistics Probability and Uncertainty Random variable Mathematics Quantile |
| Zdroj: | Probability in the Engineering and Informational Sciences. 32:603-614 |
| ISSN: | 1469-8951 0269-9648 |
| DOI: | 10.1017/s0269964817000420 |
| Popis: | 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. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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