Asymptotic Properties of the Deviation Between Order Statistics and p-Quantile
Yu Miao, Yingxia Chen, Shoufang Xu · Communication in Statistics- Theory and Methods · 2010
We discuss the asymptotic properties of the deviation between order statistics and p-quantile of an independently and identically distributed sample of size n. The large and moderate deviation principle and Bahadur's asymptotic efficiency of the deviation X (k) − ξ p are obtained under some weak conditions.