Author:
Wu Yi,Wang Xuejun,Hu Shuhe
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.
Publisher
Cambridge University Press (CUP)
Subject
Industrial and Manufacturing Engineering,Management Science and Operations Research,Statistics, Probability and Uncertainty,Statistics and Probability