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MODERATE DEVIATIONS AND NONPARAMETRIC INFERENCE FOR MONOTONE FUNCTIONS
Gao, Fuqing; Xiong, Jie; Zhao, Xingqiu
2018-06
Source PublicationANNALS OF STATISTICS
ABS Journal Level4*
ISSN0090-5364
Volume46Issue: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.

KeywordGrenander Estimator Interval Censored Data Large Deviations Moderate Deviations Nonparametric Mle Self-normalized Limit Strong Approximation Talagrand Inequality
DOI10.1214/17-AOS1583
URLView the original
Indexed BySCIE
Language英語English
WOS Research AreaMathematics
WOS SubjectStatistics & Probability
WOS IDWOS:000435502200011
PublisherINST MATHEMATICAL STATISTICS
The Source to ArticleWOS
Scopus ID2-s2.0-85047451645
Fulltext Access
Citation statistics
Document TypeJournal article
CollectionUniversity 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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