Large deviations of kernel density estimator in L^1( R^d) for uniformly ergodic Markov processes

DOI10.1016/J.SPA.2004.09.004MaRDI QIDQ2485826zbMATH OpenOpenAlexFDO

Authors Liang Zhen Lei, Liming Wu

Publication date 5 August 2005

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spa.2004.09.004

zbMATH Keywords

Bahadur efficiencyDonsker-Varadhan entropyKernel density estimatorLarge deviationsUniformly ergodic Markov process

Mathematics Subject Classification ID

Large deviations (60F10) Discrete-time Markov processes on general state spaces (60J05) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

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Cites work

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• scientific article; zbMATH DE number 5005877 (Why is no real title available?)
• scientific article; zbMATH DE number 3622081 (Why is no real title available?)
• 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 2111564 (Why is no real title available?)
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• The equivalence of weak, strong, and complete convergence in \(L_ 1\) for kernel density estimates
• Uniformly integrable operators and large deviations for Markov processes

Cited in

(9)

• Moderate deviations of L₁-error of empirical measures on partitions
• Large deviations in total variation of occupation measures of one-dimensional diffusions
• Moderate deviations and law of the iterated logarithm in \(L_1(\mathbb R^d)\) for kernel density estimators
• scientific article; zbMATH DE number 5005877 (Why is no real title available?)
• Some uniform large deviation results in nonparametric function estimation
• Large Deviations Limit Theorems for the Kernel Density Estimator
• Moderate deviations of marginal maximum likelihood estimator for m-dependent processes
• Delta method in large deviations and moderate deviations for estimators
• Large deviations of kernel density estimator in \(L^1(\mathbb R^d)\) for reversible Markov processes

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