Large deviations for the \(L_1\)-distance in kernel density estimation

DOI10.1016/S0378-3758(00)00124-5zbMath0961.62028MaRDI QIDQ1591278

Djamal Louani

Publication date: 5 June 2001

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

zbMATH Keywords

kernel density estimator; Bahadur exact slope; relative efficiency; inaccuracy rate

Mathematics Subject Classification ID

62G07: Density estimation

62G20: Asymptotic properties of nonparametric inference

60F10: Large deviations

Related Items

Efficiency of some tests when testing symmetry hypothesis, Large deviations of divergence measures on partitions, Large deviations of kernel density estimator in \(L^1(\mathbb R^d)\) for reversible Markov processes, \(k\)-sample test based on the common area of kernel density estimators, Non-parametric \(k\)-sample tests: density functions vs distribution functions, Moderate deviations of \(L_1\)-error of empirical measures on partitions, Large deviations for the \(L_1\)-distance in kernel density estimation, Large deviations of \(L_1\)-error of empirical measures on partitions, Studying the bandwidth in \(k\)-sample smooth tests, Uniform \(L_1\)-distance large deviations in nonparametric density estimation, Some functional large deviations principles in nonparametric function estimation, Moderate deviations and law of the iterated logarithm in \(L_1(\mathbb R^d)\) for kernel density estimators, Large deviations of kernel density estimator in \(L^1(\mathbb R^d)\) for uniformly ergodic Markov processes

Cites Work

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