Moderate and Large Deviations for the Smoothed Estimate of Sample Quantiles

We derive the moderate and large deviations principle for the smoothed sample quantile from a sequence of independent and identically distributed samples of size n.

Bibliographic Details
Main Authors: Xiaoxia He, Xi Liu, Chun Yao
Format: Article
Language:English
Published: Hindawi Limited 2015-01-01
Series:Journal of Probability and Statistics
Online Access:http://dx.doi.org/10.1155/2015/714201