Moderate deviation principles for nonparametric recursive distribution estimators using Bernstein polynomials

DOI10.1007/S13163-021-00384-0MaRDI QIDQ2072236zbMATH OpenOpenAlexFDO

Authors Yousri Slaoui

Publication date 26 January 2022

Published in Revista Matemática Complutense (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s13163-021-00384-0

zbMATH Keywords

Bernstein polynomialdistribution estimationlarge and moderate deviations principlesstochastic approximation algorithm

Mathematics Subject Classification ID

Large deviations (60F10) Density estimation (62G07) Stochastic approximation (62L20)

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Cites work

• A companion for the Kiefer-Wolfowitz-Blum stochastic approximation algorithm
• A unified theory of regularly varying sequences
• Application of Bernstein polynomials for smooth estimation of a distribution and density function
• Bernstein polynomial model for nonparametric multivariate density
• Efficient and robust density estimation using Bernstein type polynomials
• scientific article; zbMATH DE number 3511431 (Why is no real title available?)
• Large and moderate deviation principles for nonparametric recursive kernel distribution estimators defined by stochastic approximation method
• Large deviations
• Large deviations for past-dependent recursions.
• On estimating distribution functions using Bernstein polynomials
• Recursive density estimators based on Robbins-Monro's scheme and using Bernstein polynomials
• Recursive distribution estimator defined by stochastic approximation method using Bernstein polynomials
• Regularly Varying Sequences
• The method of stochastic exponentials for large deviations
• The stochastic approximation method for estimation of a distribution function
• The stochastic approximation method for the estimation of a multivariate probability density

Cited in

(9)

• Moderate deviations for a class of recursions
• Moderate deviations for recursive stochastic algorithms
• Recursive distribution estimator defined by stochastic approximation method using Bernstein polynomials
• Bernstein polynomial of recursive regression estimation with censored data
• Large and moderate deviation principles for nonparametric recursive kernel distribution estimators defined by stochastic approximation method
• A Bernstein polynomial approach to the estimation of a distribution function and quantiles under censorship model
• Random effects estimation in a fractional diffusion model based on continuous observations
• Relative error regression function estimation using the Bernstein polynomials approach
• A Bernstein polynomial approach for the estimation of cumulative distribution functions in the presence of missing data

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