Large and moderate deviations principles for recursive kernel estimators of a multivariate density and its partial derivatives
统计理论
2007-06-13 v1 统计理论
摘要
In this paper we prove large and moderate deviations principles for the recursive kernel estimator of a probability density function and its partial derivatives. Unlike the density estimator, the derivatives estimators exhibit a quadratic behavior not only for the moderate deviations scale but also for the large deviations one. We provide results both for the pointwise and the uniform deviations.
引用
@article{arxiv.math/0601429,
title = {Large and moderate deviations principles for recursive kernel estimators of a multivariate density and its partial derivatives},
author = {Abdelkader Mokkadem and Mariane Pelletier and Baba Thiam},
journal= {arXiv preprint arXiv:math/0601429},
year = {2007}
}
备注
26 pages