Moderate deviations for nonparametric maximum likelihood estimators under interval censoring
主 题: Moderate deviations for nonparametric maximum likelihood estimators under interval censoring
报告人: 熊捷 教授 (澳门大学)
时 间: 2014-12-08 15:00-16:00
地 点: 304am永利集团理科一号楼1303（概率论系列报告）
We consider moderate deviation problems for nonparametric maximum likelihood estimators for interval censoring. Using strong approximation, Talagrand deviation inequality and small ball estimates, a moderate deviation principle for the nonparametric maximum likelihood estimator is established. Same result also holds for Grenander estimator. This talk is based on a paper with Gao and Zhao
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