Moderate deviations for the kernel mode estimator and some applications

DOI10.1016/J.JSPI.2004.05.007MaRDI QIDQ2573514zbMATH OpenOpenAlexFDO

Authors Abdelkader Mokkadem, Mariane Pelletier

Publication date 22 November 2005

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2004.05.007

zbMATH Keywords

Confidence intervalsKernel estimatorModeModerate deviations principlesWeak and strong convergence rates

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Large deviations (60F10) Nonparametric tolerance and confidence regions (62G15) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• A Large Deviations Upper Bound for the Kernel Mode Estimator
• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
• A note on density mode estimation
• A Note on Permanents
• Asymptotic Efficiency of Nonparametric Tests
• Chernoff efficiency and deficiency
• scientific article; zbMATH DE number 3423438 (Why is no real title available?)
• scientific article; zbMATH DE number 3178119 (Why is no real title available?)
• scientific article; zbMATH DE number 3655163 (Why is no real title available?)
• scientific article; zbMATH DE number 3738699 (Why is no real title available?)
• Intermediate efficiency, theory and examples
• LARGE AND MODERATE DEVIATIONS PRINCIPLES FOR KERNEL ESTIMATION OF A MULTIVARIATE DENSITY AND ITS PARTIAL DERIVATIVES
• On Estimation of a Probability Density Function and Mode
• On large-deviation efficiency in statistical inference
• On moderate deviation theory in estimation
• On Non-Parametric Estimates of Density Functions and Regression Curves
• On Strong Consistency of Density Estimates
• On the Asymptotic Normality of the Mode of Multidimensional Distributions
• On the minimisation of \(L^ p\) error in mode estimation
• On weak convergence and optimality of kernel density estimates of the mode
• Optimum kernel estimators
• The asymptotic distributions of kernel estimators of the mode
• The law of the iterated logarithm for the multivariate kernel mode estimator
• Vitesse de convergence presque sûre de l'estimateur à noyau du mode
• Weak and strong uniform consistency of the kernel estimate of a density and its derivatives

Cited in

(8)

• Uniform rate of strong consistency for a smooth kernel estimator of the conditional mode for censored time series
• Kernel estimators of mode under -weak dependence
• On the strong uniform consistency of the mode estimator for censored time series
• Multidimensional limit theorems for smoothed extreme value estimates of point processes boundaries
• Strong Consistency Rate for the Kernel Mode Estimator Under Strong Mixing Hypothesis and Left Truncation
• A Large Deviations Upper Bound for the Kernel Mode Estimator
• Some asymptotic results of a non-parametric conditional mode estimator for functional time-series data
• A note on the convergence rate of the kernel density estimator of the mode

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