MODERATE DEVIATIONS FOR A NONPARAMETRIC ESTIMATOR OF SAMPLE COVERAGE

• 成果类型: Article
• 署名作者: Gao, Fuqing
• 署名单位: Wuhan University
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/13-AOS1091
• 发表日期: 2013
• 页码: 641-669
• 关键词: random-variables; probability; number

摘要

In this paper, we consider moderate deviations for Good's coverage estimator. The moderate deviation principle and the self-normalized moderate deviation principle for Good's coverage estimator are established. The results are also applied to the hypothesis testing problem and the confidence interval for the coverage.