Uniform L₁-distance large deviations in nonparametric density estimation

DOI10.1007/BF02595398MaRDI QIDQ2387137zbMATH OpenFDO

Authors Djamal Louani

Publication date 1 September 2005

Published in Test (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02595398

zbMATH Keywords

Bahadur slopekernel estimateL1-distanceminimax riskVapnik-Chervonenkis class

Mathematics Subject Classification ID

Large deviations (60F10) Density estimation (62G07) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

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Cites work

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• Estimation des densit�s: risque minimax
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• scientific article; zbMATH DE number 1158743 (Why is no real title available?)
• scientific article; zbMATH DE number 194664 (Why is no real title available?)
• scientific article; zbMATH DE number 4001210 (Why is no real title available?)
• scientific article; zbMATH DE number 3406955 (Why is no real title available?)
• Large deviations for the \(L_1\)-distance in kernel density estimation
• Large Deviations Limit Theorems for the Kernel Density Estimator
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• Some Large Deviations Limit Theorems in Conditional Nonparametric Statistics
• Some nonasymptotic bounds for \(L_ 1\) density estimation using kernels
• The kernel estimate is relatively stable
• Weak convergence and empirical processes. With applications to statistics

Cited in

(8)

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• Uniform-in-bandwidth consistency for kernel-type estimators of Shannon's entropy
• Some functional large deviations principles in nonparametric function estimation
• Omnibus CLTs for Fréchet means and nonparametric inference on non-Euclidean spaces
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• Some uniform large deviation results in nonparametric function estimation
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• Is it possible to test if a power of the density is integrable?

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