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arXiv:1305.2075 [math.ST]AbstractReferencesReviewsResources

Moderate deviations for a nonparametric estimator of sample coverage

Fuqing Gao

Published 2013-05-09Version 1

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.

Comments: Published in at http://dx.doi.org/10.1214/13-AOS1091 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)
Journal: Annals of Statistics 2013, Vol. 41, No. 2, 641-669
Categories: math.ST, stat.TH
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