Large and moderate deviations principles for recursive kernel estimator of a multivariate density and its partial derivatives

MaRDI QIDQ3399447zbMATH OpenFDO

Authors Abdelkader Mokkadem, Mariane Pelletier, Baba Thiam

Publication date 12 October 2009

Full work available at URL https://arxiv.org/abs/math/0601429, http://www.math.bas.bg/~serdica/n4_06.html

Mathematics Subject Classification ID

Large deviations (60F10) Density estimation (62G07)

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Cited in

(12)

• Large and moderate deviations principles for kernel estimators of the multivariate regression
• Moderate deviation principles for nonparametric recursive distribution estimators using Bernstein polynomials
• Large and moderate deviation principles for recursive kernel estimators of a regression function for spatial data defined by stochastic approximation method
• Principes de grandes déviations pour l’estimateur à noyau de la densité de probabilité
• Large and moderate deviation principles for nonparametric recursive kernel distribution estimators defined by stochastic approximation method
• Moderate deviation and large deviation for Wegman-Davies recursive density estimators
• Large and moderate deviation principles for recursive kernel density estimators defined by stochastic approximation method.
• LARGE AND MODERATE DEVIATIONS PRINCIPLES FOR KERNEL ESTIMATION OF A MULTIVARIATE DENSITY AND ITS PARTIAL DERIVATIVES
• Nonparametric recursive estimation for multivariate derivative functions by stochastic approximation method
• Joint behaviour of semirecursive kernel estimators of the location and of the size of the mode of a probability density function
• Large and moderate deviation principles for recursive kernel estimators for spatial data
• On the asymptotic normality for integrated square error of Wegman-Davies recursive density estimators

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