Large Deviations Theorems in Nonparametric Regression on Functional Data
Statistics Theory
2011-06-15 v2 Statistics Theory
Abstract
In this paper we prove large deviations principles for the Nadaraya-Watson estimator of the regression of a real-valued variable with a functional covariate. Under suitable conditions, we show pointwise and uniform large deviations theorems with good rate functions.
Keywords
Cite
@article{arxiv.0902.3137,
title = {Large Deviations Theorems in Nonparametric Regression on Functional Data},
author = {Mohamed Cherfi},
journal= {arXiv preprint arXiv:0902.3137},
year = {2011}
}