Asymptotically efficient estimators for tail probabilities of extremals of $β$-Jacobi ensembles
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arXiv
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| Hauptverfasser: | , |
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| Format: | Preprint |
| Veröffentlicht: |
2024
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| _version_ | 1866929515101421568 |
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| author | Ma, Yutao Wang, Siyu |
| author_facet | Ma, Yutao Wang, Siyu |
| contents | In this paper, we consider the tail probabilities of extremals of $β$-Jacobi ensemble which plays an important role in multivariate analysis. The key steps in constructing estimators rely on the rate functions of large deviations. Therefore, under specific conditions, we consider stretching and shifting transformations applied to the $β$-Jacobi ensemble to ensure that its extremals satisfy the large deviations. The estimator we construct characterize the large deviation behavior and moderate deviation behavior of extremals under different assumptions. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2409_16868 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Asymptotically efficient estimators for tail probabilities of extremals of $β$-Jacobi ensembles Ma, Yutao Wang, Siyu Statistics Theory Probability In this paper, we consider the tail probabilities of extremals of $β$-Jacobi ensemble which plays an important role in multivariate analysis. The key steps in constructing estimators rely on the rate functions of large deviations. Therefore, under specific conditions, we consider stretching and shifting transformations applied to the $β$-Jacobi ensemble to ensure that its extremals satisfy the large deviations. The estimator we construct characterize the large deviation behavior and moderate deviation behavior of extremals under different assumptions. |
| title | Asymptotically efficient estimators for tail probabilities of extremals of $β$-Jacobi ensembles |
| topic | Statistics Theory Probability |
| url | https://arxiv.org/abs/2409.16868 |