Limit behaviors of the deviation between the sample quantiles and the quantile
Shoufang Xu, Yu Miao · Filomat · 2011
In this article, we discuss the limit behaviors for the deviation between the sample p-quantile ??np and the p-quantile ?p by sampling from a sequence of independent and identically distributed samples of size n. The moderate deviation, large deviation and Bahadur asymptotic efficiency for (??pn??p) are established under some weak conditions.