Principes de grandes déviations pour l’estimateur à noyau de la densité de probabilité

DOI10.1016/S0764-4442(99)80392-9zbMATH Open0873.62041OpenAlexW2072396862MaRDI QIDQ4348309FDOQ4348309

Authors: Djamal Louani 

Publication date: 28 September 1997

Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0764-4442(99)80392-9

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zbMATH Keywords

kernel density estimatorspointwise and uniform large deviations principles

Mathematics Subject Classification ID

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

Cited In (10)

• Title not available (Why is that?)
• Probability measures with big kernels
• Uniform large deviations principle for the delta-sequence method density estimator
• Large deviations principle for the delta-sequence method density estimator
• Large deviation principle in nonparametric estimation of marked point processes
• A functional large deviation principle in nonparametric estimation
• Large Deviations Limit Theorems for the Kernel Density Estimator
• Large deviation principle for moment map estimation
• Large sample properties of kernel-type score function estimators
• Some Large Deviations Limit Theorems in Conditional Nonparametric Statistics

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