Residential College | false |
Status | 已發表Published |
MODERATE DEVIATIONS AND NONPARAMETRIC INFERENCE FOR MONOTONE FUNCTIONS | |
Gao, Fuqing; Xiong, Jie; Zhao, Xingqiu | |
2018-06 | |
Source Publication | ANNALS OF STATISTICS |
ABS Journal Level | 4* |
ISSN | 0090-5364 |
Volume | 46Issue:3Pages:1225-1254 |
Abstract | This paper considers self-normalized limits and moderate deviations of nonparametric maximum likelihood estimators for monotone functions. We obtain their self-normalized Cramer-type moderate deviations and limit distribution theorems for the nonparametric maximum likelihood estimator in the current status model and the Grenander-type estimator. As applications of the results, we present a new procedure to construct asymptotical confidence intervals and asymptotical rejection regions of hypothesis testing for monotone functions. The theoretical results can guarantee that the new test has the probability of type II error tending to 0 exponentially. Simulation studies also show that the new nonparametric test works well for the most commonly used parametric survival functions such as exponential and Weibull survival distributions. |
Keyword | Grenander Estimator Interval Censored Data Large Deviations Moderate Deviations Nonparametric Mle Self-normalized Limit Strong Approximation Talagrand Inequality |
DOI | 10.1214/17-AOS1583 |
URL | View the original |
Indexed By | SCIE |
Language | 英語English |
WOS Research Area | Mathematics |
WOS Subject | Statistics & Probability |
WOS ID | WOS:000435502200011 |
Publisher | INST MATHEMATICAL STATISTICS |
The Source to Article | WOS |
Scopus ID | 2-s2.0-85047451645 |
Fulltext Access | |
Citation statistics | |
Document Type | Journal article |
Collection | University of Macau |
Recommended Citation GB/T 7714 | Gao, Fuqing,Xiong, Jie,Zhao, Xingqiu. MODERATE DEVIATIONS AND NONPARAMETRIC INFERENCE FOR MONOTONE FUNCTIONS[J]. ANNALS OF STATISTICS, 2018, 46(3), 1225-1254. |
APA | Gao, Fuqing., Xiong, Jie., & Zhao, Xingqiu (2018). MODERATE DEVIATIONS AND NONPARAMETRIC INFERENCE FOR MONOTONE FUNCTIONS. ANNALS OF STATISTICS, 46(3), 1225-1254. |
MLA | Gao, Fuqing,et al."MODERATE DEVIATIONS AND NONPARAMETRIC INFERENCE FOR MONOTONE FUNCTIONS".ANNALS OF STATISTICS 46.3(2018):1225-1254. |
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