Large and Moderate Deviations Principles for Recursive Kernel Estimator of a Multivariate Density and its Partial Derivatives

Mokkadem, Abdelkader, Mariane, Pelletier, and Baba, Thiam. "Large and Moderate Deviations Principles for Recursive Kernel Estimator of a Multivariate Density and its Partial Derivatives." Serdica Mathematical Journal 32.4 (2006): 323-354. <http://eudml.org/doc/281350>.

@article{Mokkadem2006,
abstract = {2000 Mathematics Subject Classification: 62G07, 60F10.In this paper we prove large and moderate deviations principles for the recursive kernel estimator of a probability density function and its partial derivatives. Unlike the density estimator, the derivatives estimators exhibit a quadratic behaviour not only for the moderate deviations scale but also for the large deviations one. We provide results both for the pointwise and the uniform deviations.},
author = {Mokkadem, Abdelkader, Mariane, Pelletier, Baba, Thiam},
journal = {Serdica Mathematical Journal},
keywords = {Kernel Estimation; Derivatives; Deviations Principles},
language = {eng},
number = {4},
pages = {323-354},
publisher = {Institute of Mathematics and Informatics Bulgarian Academy of Sciences},
title = {Large and Moderate Deviations Principles for Recursive Kernel Estimator of a Multivariate Density and its Partial Derivatives},
url = {http://eudml.org/doc/281350},
volume = {32},
year = {2006},
}

TY - JOUR
AU - Mokkadem, Abdelkader
AU - Mariane, Pelletier
AU - Baba, Thiam
TI - Large and Moderate Deviations Principles for Recursive Kernel Estimator of a Multivariate Density and its Partial Derivatives
JO - Serdica Mathematical Journal
PY - 2006
PB - Institute of Mathematics and Informatics Bulgarian Academy of Sciences
VL - 32
IS - 4
SP - 323
EP - 354
AB - 2000 Mathematics Subject Classification: 62G07, 60F10.In this paper we prove large and moderate deviations principles for the recursive kernel estimator of a probability density function and its partial derivatives. Unlike the density estimator, the derivatives estimators exhibit a quadratic behaviour not only for the moderate deviations scale but also for the large deviations one. We provide results both for the pointwise and the uniform deviations.
LA - eng
KW - Kernel Estimation; Derivatives; Deviations Principles
UR - http://eudml.org/doc/281350
ER -