Moderate deviations for the $L_1$-norm of kernel density estimators
Probability
2018-05-22 v1
Abstract
The rate of normal approximation for the integral norm of kernel density estimators is investigated in the case of densities with power-type singularities. The quantities from the formulations of published results by the author are estimated. By assumption, the density tends to zero as a power-type function when the argument tends to infinity. Moreover, the density may have a finite number of power-type zeroes and of points with power-type tending to infinity. For such densities the size of zones of moderate deviations are found.
Cite
@article{arxiv.1805.01770,
title = {Moderate deviations for the $L_1$-norm of kernel density estimators},
author = {Andrei Yu. Zaitsev},
journal= {arXiv preprint arXiv:1805.01770},
year = {2018}
}
Comments
15 pages. arXiv admin note: text overlap with arXiv:1402.1417