Some Large Deviations Limit Theorems in Conditional Nonparametric Statistics

DOI10.1080/02331889908802690zbMath0942.62039OpenAlexW2072441893WikidataQ126240855 ScholiaQ126240855MaRDI QIDQ4943307

Djamal Louani

Publication date: 14 August 2000

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889908802690

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Strong limit theorems (60F15) Large deviations (60F10)

Related Items (14)

Moderate deviations for quadratic forms in Gaussian stationary processes ⋮ Uniform \(L_1\)-distance large deviations in nonparametric density estimation ⋮ Pointwise and uniform moderate deviations for nonparametric regression function estimator on functional data ⋮ A functional large deviation principle in nonparametric estimation ⋮ Large deviation results for the nonparametric regression function estimator on functional data ⋮ Large and moderate deviation principles for nonparametric recursive kernel distribution estimators defined by stochastic approximation method ⋮ Some uniform large deviation results in nonparametric function estimation ⋮ Some functional large deviations principles in nonparametric function estimation ⋮ Data-driven wavelet-Fisz methodology for nonparametric function estimation ⋮ Explicit formula for asymptotic higher moments of the Nadaraya-Watson estimator ⋮ Large deviations theorems in nonparametric regression on functional data ⋮ Large and moderate deviations principles for kernel estimators of the multivariate regression ⋮ Sharp large deviations in nonparametric estimation ⋮ Large deviations for the \(L_1\)-distance in kernel density estimation

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On almost sure convergence of conditional empirical distribution functions
• Conditional empirical processes
• On local and nonlocal measures of efficiency
• Asymptotics of conditional empirical processes
• Large sample point estimation: A large deviation theory approach
• A theorem about probabilities of large deviations with an application to queuing theory
• Large Deviations Limit Theorems for the Kernel Density Estimator
• Principes de grandes déviations pour l’estimateur à noyau de la densité de probabilité
• On the Probability of Large Deviations and Exact Slopes
• Rates of Convergence of Estimates and Test Statistics
• On a Theorem of G. L. Sievers
• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations

This page was built for publication: Some Large Deviations Limit Theorems in Conditional Nonparametric Statistics