MODERATE DEVIATIONS FOR A NONPARAMETRIC ESTIMATOR OF SAMPLE COVERAGE

Authors
Fuqing Gao
Citation
Fuqing Gao, MODERATE DEVIATIONS FOR A NONPARAMETRIC ESTIMATOR OF SAMPLE COVERAGE, Annals of statistics , 41(2), 2013, pp. 641-669
Journal title
Annals of statistics → ACNP
ISSN journal
00905364
Volume
41
Issue
2
Year of publication
2013
Pages
641 - 669
Database
ACNP
SICI code
Abstract
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.