Moderate deviations for a nonparametric estimator of sample coverage

Fuqing Gao

doi:10.1214/13-aos1091

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arXiv · 1305.2075

Moderate deviations for a nonparametric estimator of sample coverage

Fuqing Gao

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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.

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Fuqing Gao. 2013-05-09. Moderate deviations for a nonparametric estimator of sample coverage. https://doi.org/10.1214/13-aos1091

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