Asymptotically efficient estimators for tail probabilities of extremals of $\beta$-Jacobi ensembles

Abstract

In this paper, we consider the tail probabilities of extremals of $\beta$-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 $\beta$-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.