Abstract
Let {X, Xn, n ≥ 1} be a sequence of independent identically distributed (i.i.d.) random variables defined on a probability space (Ω, F, ℙ) with common distribution F, and let {X*n,1…,X*n,n} be a bootstrap sample from the empirical distribution Fn. Based on the bootstrap sample, the moderate deviation,Jarge deviation and Bahadur’s asymptotic efficiency of the bootstrap sample pth quantile ξ̂*np are established.
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This work is supported by IRTSTHN (14IRTSTHN023), NSFC (11471104).
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Miao, Y., Mu, J., Zhao, J. et al. Large and moderate deviation principles for the bootstrap sample quantile. J. Korean Stat. Soc. 46, 573–582 (2017). https://doi.org/10.1016/j.jkss.2017.04.003
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DOI: https://doi.org/10.1016/j.jkss.2017.04.003