Sharp moderate and large deviations for sample quantiles

06/28/2023

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by   Xiequan Fan, et al.

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In this article, we discuss the sharp moderate and large deviations between the quantiles of population and the quantiles of samples. Cramér type moderate deviations and Bahadur-Rao type large deviations are established with some mild conditions. The results refine the moderate and large deviation principles of Xu and Miao [Filomat 2011; 25(2): 197-206].