Moderate deviations for a nonparametric estimator of sample coverage

The Annals of Statistics · 2013 · Volume 41 · Issue 2

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.

Keywords

60F10, 62G10, 62G20, Good’s estimator, Moderate deviations, Sample coverage

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