Large deviations of kernel density estimator in \(L^1(\mathbb R^d)\) for reversible Markov processes (Q850729): Difference between revisions

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+Asymptotic normality for density kernel estimators in discrete and continuous time
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+Central limit theorems for \(L_ p\)-norms of density estimators
+Normal rank
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+The equivalence of weak, strong, and complete convergence in \(L_ 1\) for kernel density estimates
+Normal rank
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+Asymptotic evaluation of certain markov process expectations for large time, I
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+Asymptotic evaluation of certain Markov process expectations for large time—III
+Normal rank
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+Asymptotic evaluation of certain markov process expectations for large time. IV
+Normal rank
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+The \(L_1\)-norm density estimator process
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+Normal rank
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+Q3312749
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+Normal rank
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+Large deviations of kernel density estimator in \(L^1(\mathbb R^d)\) for uniformly ergodic Markov processes
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+Q3369435
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+Normal rank
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+Large deviations for the \(L_1\)-distance in kernel density estimation
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+Markov chains and stochastic stability
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+Normal rank
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+Properties of uniform consistency of the kernel estimators of density and regression functions under dependence assumptions
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+Moderate deviations of dependent random variables related to CLT
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+Uniformly integrable operators and large deviations for Markov processes
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+A deviation inequality for non-reversible Markov processes
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