Some Large Deviations Limit Theorems in Conditional Nonparametric Statistics
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Cites work
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- scientific article; zbMATH DE number 410740 (Why is no real title available?)
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- scientific article; zbMATH DE number 48201 (Why is no real title available?)
- scientific article; zbMATH DE number 3349105 (Why is no real title available?)
- Large Deviations Limit Theorems for the Kernel Density Estimator
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Cited in
(17)- Large and moderate deviations principles for kernel estimators of the multivariate regression
- Large deviations for the \(L_1\)-distance in kernel density estimation
- Large deviation results for the nonparametric regression function estimator on functional data
- Data-driven wavelet-Fisz methodology for nonparametric function estimation
- Explicit formula for asymptotic higher moments of the Nadaraya-Watson estimator
- Moderate deviations for quadratic forms in Gaussian stationary processes
- Uniform \(L_1\)-distance large deviations in nonparametric density estimation
- Some functional large deviations principles in nonparametric function estimation
- Sharp large deviations in nonparametric estimation
- Some uniform large deviation results in nonparametric function estimation
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- Pointwise and uniform moderate deviations for nonparametric regression function estimator on functional data
- scientific article; zbMATH DE number 496011 (Why is no real title available?)
- Conditional large deviations for density case
- Large and moderate deviation principles for nonparametric recursive kernel distribution estimators defined by stochastic approximation method
- Large deviations theorems in nonparametric regression on functional data
- A functional large deviation principle in nonparametric estimation
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