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Moderate deviations for a nonparametric estimator of sample coverage
Sample coverage moderate deviations Good’s estimator
2013/6/14
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 es...
Delta method in large deviations and moderate deviations for estimators
Delta method hypothesis testing Kaplan–Meier estimator large deviations L-statistics M-estimator moderate deviations
2011/6/20
The delta method is a popular and elementary tool for deriving
limiting distributions of transformed statistics, while applications of
asymptotic distributions do not allow one to obtain desirable a...
Uniform moderate deviations of functional empirical processes of Markov chains
Moderak deviations Markov chains geometric ergodicity regeneration split chain method
2009/9/22
We obtain uniform (in time) moderate deviations for
the functional empirical process ofa general state space Markov chain
under the geometric ergodicity assumption, and a regularity condition
for t...
Functional moderate deviations for triangular arrays and applications
triangular arrays independent random variables strong mixing moderate deviations invariance principle.
2009/6/15
Motivated by the study of dependent random variables by coupling with independent blocks of variables,we obtain first sufficient conditions for the moderate deviation principle in its functional form ...
Moderate Deviations for Martingales with Bounded Jumps
Moderate deviations martingales bounded martingale difference
2009/5/11
We prove that the Moderate Deviation Principle (MDP) holds for the trajectory of a locally square integrable martingale with bounded jumps as soon as its quadratic covariation, properly scaled, conver...
Large and Moderate Deviations for Hotelling's T^2-Statistics
largedeviation moderate deviation self-normalized partial sums law of the iterated logarithm
2009/4/22
Let X , X1, X 2 , ... be i.i.d. R d-valued random variables. We prove large and moderate deviations for Hotelling's T2-statistic when X is in the generalized domain of attraction of the normal law.
Large and Moderate Deviations for Hotelling's T^2-Statistics
random variable deviation normal law Hotelling's T^2-Statistics
2009/4/1
Let X , X1, X 2 , ... be i.i.d. R d-valued random variables. We prove large and moderate deviations for Hotelling's T2-statistic when X is in the generalized domain of attraction of the normal law.
Large and moderate deviations principles for kernel estimators of the multivariate regression
Nadaraya-Watson estimator Recursive kernel estimator Large deviations principle Moderatedeviations principle
2010/4/27
In this paper, we prove large deviations principle for the
Nadaraya-Watson estimator and for the semi-recursive kernel
estimator of the regression in the multidimensional case.
Under suitable condi...