Moderate deviations for the L₁-norm of kernel density estimators

MaRDI QIDQ367572zbMATH OpenFDO

Authors A. Yu. Zaitsev

Publication date 16 September 2013

Published in Vestnik St. Petersburg University. Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1805.01770

Mathematics Subject Classification ID

Density estimation (62G07) Large deviations (60F10)

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.

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Cited in

(3)

• scientific article; zbMATH DE number 7112299 (Why is no real title available?)
• Toward the history of the St. Petersburg school of probability and statistics. IV: Characterization of distributions and limit theorems in statistics
• Moderate deviations for densities in \(R^ k\)

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