Saddlepoint approximation for the kernel density estimator

DOI10.1016/J.SPL.2025.110522MaRDI QIDQ6880277zbMATH OpenFDO

Authors Cyrille Joutard

Publication date 19 December 2025

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.SPL.2025.110522

zbMATH Keywords

indirect Edgeworth expansionkernel density estimatornonparametric estimationsaddlepoint approximation

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Cites work

• scientific article; zbMATH DE number 4100386 (Why is no real title available?)
• scientific article; zbMATH DE number 3517666 (Why is no real title available?)
• scientific article; zbMATH DE number 741240 (Why is no real title available?)
• LARGE AND MODERATE DEVIATIONS PRINCIPLES FOR KERNEL ESTIMATION OF A MULTIVARIATE DENSITY AND ITS PARTIAL DERIVATIVES
• Large Deviations Limit Theorems for the Kernel Density Estimator
• Moderate deviations and large deviations for kernel density estimators
• Moderate deviations of some dependent variables. II: Some kernel estimators
• On Deviations of the Sample Mean
• On Estimation of a Probability Density Function and Mode
• Remarks on Some Nonparametric Estimates of a Density Function
• Saddlepoint approximations
• Saddlepoint Approximations with Applications
• Sharp large deviations in nonparametric estimation
• Tail Probability Approximations
• The bootstrap and Edgeworth expansion

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