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Moderate deviation principles of the deviation between sample quantiles and the quantile for α-mixing sequences

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  • Wang, Zhen
  • Miao, Yu

Abstract

In this paper, we investigate the moderate deviation principle (MDP) for the deviation between the sample p-quantile ξn,p and the p-quantile ξp under α-mixing sequences with an exponential decay rate. This work extends the MDP previously established for independent and identically distributed samples in Xu and Miao (2011).

Suggested Citation

  • Wang, Zhen & Miao, Yu, 2026. "Moderate deviation principles of the deviation between sample quantiles and the quantile for α-mixing sequences," Statistics & Probability Letters, Elsevier, vol. 237(C).
    • Handle: RePEc:eee:stapro:v:237:y:2026:i:c:s0167715226001197
    DOI: 10.1016/j.spl.2026.110755
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