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 estimatorBahadur exact sloperelative efficiencyinaccuracy rate

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Large deviations (60F10)

Related Items (14)

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

Cites Work

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• The kernel estimate is relatively stable
• Central limit theorems for \(L_ p\)-norms of density estimators
• On \(L_ p\)-norms of multivariate density estimators
• Large deviations for the \(L_1\)-distance in kernel density estimation
• A minimaxity criterion in nonparametric regression based on large-deviations probabilities
• A theorem about probabilities of large deviations with an application to queuing theory
• Large Deviations Limit Theorems for the Kernel Density Estimator
• Asymptotic Efficiency of Nonparametric Tests
• Some Large Deviations Limit Theorems in Conditional Nonparametric Statistics
• A Useful Convergence Theorem for Probability Distributions

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