Moderate deviations for the L₁-norm of kernel density estimators

zbMATH Open1272.62032arXiv1805.01770MaRDI QIDQ367572FDOQ367572

Authors: A. Yu. Zaitsev 

Publication date: 16 September 2013

Published in: Vestnik St. Petersburg University. Mathematics (Search for Journal in Brave)

Abstract: The rate of normal approximation for the integral norm of kernel density estimators is investigated in the case of densities with power-type singularities. The quantities from the formulations of published results by the author are estimated. By assumption, the density tends to zero as a power-type function when the argument tends to infinity. Moreover, the density may have a finite number of power-type zeroes and of points with power-type tending to infinity. For such densities the size of zones of moderate deviations are found.

Full work available at URL: https://arxiv.org/abs/1805.01770

Recommendations

• Moderate deviations and law of the iterated logarithm in \(L_1(\mathbb R^d)\) for kernel density estimators
• Moderate deviations and large deviations for kernel density estimators
• Estimates of the rate of approximation in the CLT for $L_1$-norm of density estimators
• Moderate deviations for deconvolution kernel density estimators with ordinary smooth measurement errors
• LARGE AND MODERATE DEVIATIONS PRINCIPLES FOR KERNEL ESTIMATION OF A MULTIVARIATE DENSITY AND ITS PARTIAL DERIVATIVES

Mathematics Subject Classification ID

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

Cited In (3)

• Toward the history of the St. Petersburg school of probability and statistics. IV: Characterization of distributions and limit theorems in statistics
• Moderate deviations for densities in \(R^ k\)
• Title not available (Why is that?)

This page was built for publication: Moderate deviations for the \(L_1\)-norm of kernel density estimators

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q367572)